Sorry to hear that.
At this day and age NEVER EVER PAY Direct deposit or Money Orders on items on EBAY especially as a side deal! You need at least Paypal protection.
Good faith does not work on EBAY.
Do you still have the ebay link and username?
Maybe you can try to trace back the phone # and payment at the receiving end and see who that person is, maybe file a police report.
Last year there was a A4000T scam going on on Ebay. Buy it Now for $2000 and payment outside of Ebay payment system, so beware.