Seems to me you have three options.
1) A bad option: Tell the customer that you can't ship to him and cancel the order. He may leave negative feedback and/or you may get a ding against your DSR on eBay.
2) An even worse option: Tell your customer that you can't ship to him at the quoted price because he is not in your country and there are added fees to ship to him. He may tell you to cancel the order and leave you negative feedback, a low rating, and eBay may count this against your DSR.
3) Your Best Option for a Good Rating: Ship it, take the loss, and make sure you put safeguards in place to prevent it from happening again.
Only you can decide what is the best option for you.
If you are shipping FROM the United States, you can use eBay's international fulfillment center. You ship it to a U.S. address and THE fulfillment center takes care of getting the package to the customer from there (at no cost to you). OR you need to make sure you specify where you DO NOT want to ship in your listings. You can exclude certain countries or continents.