The lady in question did buy-it-now on a Bugaboo accessory I was selling a few weeks ago. Around £20 IIRC.
She then took over a week to pay and sent me a garbled message in textspeak and calling me "hun" (yes I'm judging!) asking for more time to pay because she had bought too many things...
As soon as I received the payment through PayPal, I sent the item with a few others that I know have arrived safely.
I've now had a message from the buyer saying it hasn't arrived, over a week on. I need to dig through my receipts and see if I got proof of postage, although I have a horrible feeling that this was the one time I was in a hurry to get to school pick-up and didn't. 
I've only ever had it before where I definitely had tracking info, and we were able to resolve it through Royal Mail. I can't help but think this buyer is trying out on, although I don't have a leg to stand on 
I've sent her a genuine-sounding message of concern implying that I have proof of postage, but if I don't I'm bloody well going to have to refund her. Yes I know she could well be telling the truth.
No advice needed, I know I was daft not to get proof of postage (if that is the case), just really wanted to share and warn others, and also see if this type of thing is prevalent?