I guess the “refund address” is part of the data you provide when registering an account with the market.
If so, I would expect that this address is not generated by the market but is one that you previously created in Electrum using its “Receive” button.
Electrum’s “Addresses” tab should show a list of all the addresses it has generated this way, regardless of whether any money has been sent to those addresses.
It may take a while for money sent to one of these addresses to show up in Electrum.
If the refund address is something created independently by the market then it may be part of a custodial wallet (they have custody of the money) and you will have to ask them about this matter since the money is under their control not yours.
Somewhat related
