My only advice is to ship with tracking numbers and require signatures. Thus, if the item was not delivered, you have recourse with the carrier. If you have no tracking, you are at a dead end. As a buyer, I never leave feedback until I've confirmed the item and its condition completely. If for any reason I can't do that immediately, I simply don't leave feedback.

Question: Has the communication taken place on E-bay's server? If so, as well as the seller's responses, definitely contact E-bay and discuss a claim. If the mail is all off-line, you are pretty much done.

Funny, I have a locking gas cap story from E-bay myself. There was a guy in New Zealnad selling OEM polished chrome locking caps for Datsun 510 wagons, one of which I have. They were going for 80 to 125, but I wanted one. Last auction, he must have messed up. While the rest went off at 8 PM PDT, this one went at 2:30 AM. I got up and won the cap for $27. He ships, with tracking (supposedly) by NZ surface post. Three months and many messages later he apologizes and says it must be lost, and once the package leaves NZ, they have no recourse to track, though the number is in the system. I think you can guess what I suspect. He refunded my money though. E-bay is great, but not without its disappointements.

DS