I'm Lucy, and I'd be happy to answer your questions today. I'm sorry to hear about your situation.
You're protected by general principles of contract law. Life doesn't come with a money-back guarantee, and contrary to popular belief, there's no general right to a refund if you're not satisfied. If I order a pizza and I don't like it, but I eat it anyway, I don't get my money back. And if I meet with a trainer for personal training, then I have to pay for the trainer's time that I used. The ONLY exception would be if you put a satisfaction guaranteed clause of some sort in your contract, which I assume you didn't do because it would make no sense in your line of work.
You could arguably be required to give him a refund for UNUSED sessions, if the contract says that you have to. But legally, as long as you are willing and able to provide the physical training sessions, you have no legal obligation to give his money back. If he were to file a lawsuit, he would lose. You don't have to prove that he doesn't get a refund - he has the burden of proving why he shouldn't have to pay you. And there's no basis for that in anything you've said.
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