It might be a bad experience for the buyer (I'm not sure - I guess maybe PayPal still reimbursed them? idk?), but I did my part. It's not on me to lose money when I did everything I could.

The buyer kept emailing me after it, 'updating' me on the situation, which I mostly ignored. I believe he was in some smaller town and he knew the postman and had a very strong suspicion that he stole it, or something like that.