Dont make any exceptions. say "I only ship to the united states no exceptions" heres a bit about the scam from a site i found

This scam usually occurs when an innocent victim's PayPal account has been hijacked. The scammer will not change the hijacked account's shipping address as this will send an email to the true account holder. Instead, the scammer will try to convince a seller to ship the item to a different address which is often in another country. Typically the scammer will claim that he is moving or that the item is for a friend. Don't fall for any stories. Ship your items only to the confirmed address. If the buyer want to ship to a different address, insist that the buyer change the shipping address on their PayPal account to where they want it shipped and reconfirm it. Otherwise you will be liable if a chargeback occurs.

There is no issue here. Its not complicated.

You already set the rules. Simply enforce it.

Only US buyers, that's it.

Cancel the transaction, block the EBay member so they cant bid again.

Relist the item.

EBay/PayPal protection only applies to items sent to the confirmed address on buyer's account. If they request it to be shipped on a different address then they are deviating from the policy and can claim that you never sent the item to the confirmed address.

eBay's unwelcome bidder policy:

I'm lost at this point. I was selling an old WWI bayonet. I've dealt with BS from international buyers before, so I always set my auctions as ships to United States. I'm not sure how, but someone from Italy bid at the last second and won. I told them I will make an exception, but they will have to pay from an updated invoice with more expensive shipping. Now the buyer wants me to ship to Netherlands. I told them I couldn't ship to the address because it wasn't the address listed for the buyer. They pleaded for me to send it to NL in a padded envelope. I still said no and told them I am going to cancel the auction. What is the quickest way of going about this so I can relist the item? I've had non paying buyers before and the process is painstakingly long and drug out. I'm mainly wanting just to cancel the entire thing. Buyer hasn't paid yet.