You need to ship it to the address that eBay has that the buyer set as the shipping address when he paid. Doesn't matter if that is to his brother or aunt or a total stranger. Do not ship it anywhere else, as this opens you up to losing your item and your money in several different ways.
IF the message is actually from the buyer (check the username on the message vs. the one for the winner--one scam is for a stranger to the transaction to claim to be the buyer and request a different address) tell him you must ship to the address he gave at payment under eBay rules, and offer to cancel the transaction at his request and set up another listing where he can buy it at the auction price (I suggest fixed-price listing with a high Buy It Now with Immediate Payment Required (so nobody else can buy it without actually paying the high price) and Best Offer option so the buyer can make the offer and you accept it. Send him the item number and a link to the listing once it is listed.
