Here's something to try just to annoy HIM (her?) for a change, if you're game.

Get your regular buyer to bid on something they don't want, and make it a fairly high bid.  Wait for the pest to bid, then cancel your regular buyer's bid and end the auction so that the pest wins it and you get their details.  The risk is that they may pay and then leave you a red dot, try some sort of claim so that you lose your money, etc etc.  But you'd have the satisfaction of giving them a big shock, maybe to the point that they leave you alone in future.  Once you have their name you could possibly report them somewhere (not ebay).

Your Italian buyer/bidder could easily open a new ID with a US address.  The Chinese do it all the time for items they want but the sellers won't post overseas.  The feedback score would probably indicate this isn't the case, unless they've bought a lot overseas using a forwarding address.