Didn't receive my item...

I would first go through eBay's system to find out where that person is. Did the item say where it was located??. I would ask them when they intend to ship it. And, keep a copy of the emails both ways. If it was in that area, I would give them a total of 3 weeks. I would give a total of 3 weeks only (you have to stay within the 4 weeks claim time). Then file with ebay, and, If you paid by Pay Pal, file with them also.
I have had to do that a couple of times. I learned the hard way to start action at the 3 weeks time frame. Some of the members may have other suggestions.

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Did the item say where it was located??.

Yes, the item was located in Huntsville, TX.

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I would ask them when they intend to ship it.

According to the seller, the item was shipped almost two weeks ago by USPS Priority Mail. He won't confirm if he insured the shipment as I requested.

Will filing a claim with PayPal or eBay really do any good? Has anyone else had experience with this kind of situation?

Thanks

Yes,but tell him you are going to file a case with eBay right away.How is his feedback? How did you pay? If by credit card call them and ask for a reversal. Mail in Texas has nothing to do with Katrina. It wasn't routed that way. Of course it could be just lost. Do you have proof that you paid for insurance?

Wow, just be sure to try and solve things within 30 otherwise you can't get paypal to give you your money back. I learned that the hard way. Lost a $100+ item once to a !@$!@$!@#. Even though I did delivery confirmation and it was confirmed delivered.

PayPal changed its deadline to 45 days sometime last year. You now have up to 45 days to file a claim.