What proof of purchase is required for activation lock support requests?

Apple requires the original purchase receipt from Apple or an Apple Authorized Reseller, which shows the device serial number on it. What you're likely going to find is Apple may not accept a receipt from eBay, who is not an authorized seller of Apple products and when you say you bought an open box device, it was essentially used.

Only Apple can tell you if they will be willing to assist you, but you may find that you don't have the right documentation to get Apple to remove Activation Lock. Don't shoot the messenger............