Some ideas:
He tenders the firearm to an FFL who verifies that they have it and are prepared to ship. That may cost you an extra $30, but is that really too much to bear given the circumstances? If you want security, $30 is an insignificant amount of money in my opinion, particularly on a sight unseen or non-person-to-person deal.
Ask for "proof of life" i.e. send you a text message with a photo of the firearm however you wish it to be taken. That will at least prove the seller possesses the firearm and it exists. Won't really guarantee that he will not run with your money, but at least you move past that type of scam.
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