your bank may well not charge for the cheque if you explain what has happened. i once had to cancel one which got lost in the post and they said they would waive the charge.
you CAN set up a dispute with ebay, or contact ebay customer services but to be honest their customer services are worse than AWFUL. I have never, ever received more than the automated response from them. they just don't care i don't think.
If she is refusing to send the items after you have sent payment though i would certainly set up a dispute... you will have to search ebay for how to do it though because it's a nightmare to find!