My son sold two old IMac's on ebay last year. They were both working, just old and slow. The buyer collected and paid cash. Later that day he emailed and said that one would not switch on. He made all sorts of threats to my son including bringing the police around to arrest him lol.
We looked on ebay for advice, and as I understand it, the fact that he called and collected, and paid cash meant he had no case. Because he had a chance to look them over.
After numerous stupid emails I responded and said that I would be sending the police to HIS house for harassment and as I had a evidence of such they WOULD be paying him a visit. He, on the other hand had no case as his issue was civil law whereas harassment is criminal law. He emailed back, apologised and said that his nephew had used the wrong power cable or some nonsense. He then called me to say it all again and beg me not to send the police to him.
Im not sure if your case would be different due to the fact that paypal was offered as the payment option, but the the fact that he has emailed you confirms that you supplied the items so I would say he has no case against you.
I truly hate ebay.
With regard to the other comments here about proof of postage, I had a case last year where someone sent a package to me via Hermes. She had proof of postage but the package never reached me - the courier had left it in a porch at the wrong house, so they had no signature. I got my money back so the sellers proof of shipping proved nothing.