Contact your local ATF office and tell give them the guy's info, including his FFL number.
If you paid by US Postal MO, it is a Federal felony if he cashed the MO and sent nothing in return, so you can also contact the Postal Inspectors office.
Neither of these Gov't. agencies play games, and both are very willing to not only help, but to prosecute offenders.
Good luck.
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C.O.'s-"It takes balls to work behind the walls "