Also wait 7 days after the auction closes then file a dispute on ebay with the buyer. File a payment not recieved dispute. If the buyer responds then immediately close the dispute, most scammers never respond so youll have to wait 8 days. Cancell the transaction and get your listing fees back. You can relist the item now if you dont intend to complete the transaction.
While the auction is closing you can also keep a cancell bid page open on another browser tab to cancell bids on 0 feedbacks right before the auction closes if you wish to avoid dealing with possible nonpayingbidders.
The biggest problem in that area of ebay is high demand items attract more NPB's and Scammers then any other area.