OK, I get your concern and it stinks to be worked up over something like this.
The reality is that with a USA address on the order you have to ship the item or get a ding on the selling metrics. That said I think many are unreasonably scared of Freight Forwarders (FF). Sure there are horror stories for anything, but a buyer using a FF takes some of the risk and thus it is a bit of an advantage to sellers. As I suspect you know, once the package shows delivered to the address in the order, you have met you obligation. If the item is repackaged and reshipped then the seller is of the hook. If the buyer claims SNAD, then you only have to pay for return shipping from the FF and not from where ever in the world the package goes. That is often enough to deter someone from filing a SNAD case, as it is too costly to return the item to the FF.
A few things I can think of ...
1) Over package this such that you are 100% certain that the item can survive if the package falls off of a conveyor belt onto a concrete floor.
2) While eBay won't use it, I would document the packaging process should it be needed down the road with others.
3) It this expensive item is something that has a serial number, get a clear picture or video of that serial number. Again for use down the road in other venues, if needed.
4) If you are slick, you could perhaps in a non-accusatory way email the buyer and find out where the item is ultimately being shipped. er, that is if their eBay ID doesn't show a foreign location.
5) As others have noted make sure you buy insurance, but for the total cost - item sale price, PLUS shipping costs.
Hope this helps!
