I...   Never seen one like this before, I have altered the link so nobody accidently clicks on it, but when I put my cursor over the one in my inbox, the link has a different address.

That sound suspect. Also, it's from eBay.com not .com.au. The buyer may potentially be buying from America or using the .com but it's doubtful. If they claim to have paid, it's easy to check by PayPal or eBay. If nothing shows up there and it's still a legitimate question by a buyer, let eBay handle it. It's not your fault if the payment isn't showing up. Don't respond to something that you think might be a scam.