It seems that many / most are missing a key point .
The seller can start a shipment online without any package being in existence - just the online order .
I had the same issue , except that I go through a series of questions before any exchange of money even begins , and this has so far either made the deal happen or gave me concern / suspicions .
In this case the seller refused to use PayPal , but agreed to send package and wait for funds to be sent money order after I inspect the item .
They generated the order for package to be picked up by shipper / or dropped off by seller , after a few emails , the seller claiming to have sent , the shipper [ I forget , but was either UPS or Fedex ] with online tracking number never showed that the package was received by the shipper .
So then I got the seller to start the lost package search , then at this point , the shipper called it a lost in transit [ or some term close to that ] .
The point being that , thieves get the system figured out and can work it - generate a tracking number WITHOUT GIVING SHIPPER A PACKAGE , just the either of the internet .