I usually list my stuff as UK only but I say in the narrative that I may post elsewhere, but to contact me first. I usually end up with enquiries from people in mainland Europe, but if they look a bit dodgy I just say I can't ship to them. I've ended up selling things to people in France, Spain, Italy, Czech Republic, Finland, all over the place - shipping items to Europe is really no more complex than shipping to the UK.
But I've never had your situation of someone in Europe buying without contacting me first. It must be worth contacting eBay if the guy's actually threatening you with negative feedback.
Ebay is apparently in the process of moving away from the private seller/standard auctions format and changing to business user/BIN listings. All of the recent system changes seem to only benefit the this format.
I've stopped using ebay to sell as a result of this.
Private sellers currently have zero protection and seem to be getting suspended in great numbers.
It is all getting a bit worrying. I have several guitars I want to sell in the next few weeks - fingers crossed nothing will go wrong.
I've started selling DVDs and things on Amazon Marketplace, mainly because it's
much easier than listing them on eBay. Amazon take a
big cut though, I end up with less than I would selling on eBay - mainly because Amazon set the postage charge, so you can't bump it up a bit to cover your overheads.