I'm sorry, you didn't handle this well and this clusterduster is the result.
When selling 10k books 'Usual Rules Apply' isn't clear enough as there are no agreed on selling rules. in thread wins would have been much easier.
Putting the book on hold was an honorable thing for you to do. You could have discussed the sale via pm and left the book for sale on the thread. Once you held the book for the pm buyer you should have continued to discuss his terms and ignored any action in your sales thread. If there was something about the terms - 3rd party etc - that was a problem you should have told the pm buyer the terms were unacceptable and the book was no longer on hold.
Yes, it's your book, you sold it to someone you trust, for your asking price, but did you really handle this well? And how would you feel if the situation was reversed?
And lastly, what real risk do you face when payment is via cheque or money order? All the risk is on the buyer and that's why he was asking about a 3rd party. You want a payment method that has the lowest fees but puts the buyer at risk yet you're unwilling to accommodate him.
+1