Hi Martin and welcome to the forum,
You're not the only one to get caught out like this, it's one of the big negatives against dropshipping. Unfortunately, a lot of suppliers don't up excellent automated stock inventory systems in place and this can cause drama with sellers taking orders for out of stock items. I would suggest that if this is an issue with your supplier, no matter who they are, quickly contact them after an order is placed with you to confirm the product is in fact in stock.
If it is then no problems, process the order. If it is in fact no longer available, it at least gives you the chance to contact the buyer and inform them of the oversight in a very timely manner. Situations like this are very time sensitive, if you can act quickly enough then you can often calm a serious issue from getting completely out of control.