PayPal Adaptive Payments Chained Payments - how to use them for an affiliate program

Question

I'm working on an e-commerce marketplace. I currently use the Express Checkout API to send payments for items directly to the sellers. I do it like this:

Seller 1:
    Item 1 - $100
    Item 2 - ...
    ...
Seller 2
    Item 1 - $150
    Item 2 - ...
    ...
...
Seller N

So I can have a transaction with up to ten sellers with up to ten items each (usually people just buy one item, but it's nice to be able to buy two items from different sellers). This works fine for our current use case. If someone wants to get a refund for Item 1 from Seller 2, they can go to PayPal and figure some things out. The money doesn't go through us at all and it's not our headache.

Now we want to implement an affiliate program. Because we need to hide that we're paying affiliates for some of the items, we will implement the Adaptive Payments API with chained payments. So now it will look like this:

Oursite.com:
    All the money - ($1320 - 1320 dispersed to receivers = 0 total)

it will be chained to

Seller 1:
    All the items - $207
Seller 2:
    All the items - $271
...
Affiliate:
    Commission on all the items - $132

Is there a problem with returns in this scheme? Meaning, do we have to go to affiliates and ask them for refunds when the customer asks for the refund? Like do we have to go to the seller and say "Give us $144, the customer asked for a refund" and then go to the affiliate and say "Give us $16, the customer asked for a refund" Or is the customer asking the seller and the affiliate directly for a refund?

If so, should the scheme be:

Oursite.com:
    All the money - ($1320 - $1188 dispersed to receivers = $132 total to us)

chained to

Seller 1:
    All the items - $207
Seller 2:
    All the items - $271
...
(no Affiliate payment)

then we withhold the money for 30 days and only THEN pay the affiliate when we haven't been asked for a refund.

I'm having difficulty understanding how refunds work with chained payments. Can someone help me understand how this would go down (who request refunds from whom when a buyer wants a refund when affiliates are involved) and what the best implementation for my use case is?