I of course don't know the specific details of your dealings with this buyer, but to be fair, the wiki advises people to take the order to resolution if they don't receive it. The wiki does not advise buyers to message the vendor first. In most cases when a buyer doesn't receive an order, messaging the vendor privately won't achieve anything more than frustration, so it's advised they deal with these situations in the resolution center and keep all communication about the order there.