answer to that is look 'ere

http://pages.ebay.com.au/help/policies/listing-links.html

Not if you're selling on your website.

http://pages.ebay.com.au/help/policies/listing-links.html

Links to websites or pages that offer to trade, sell or purchase goods or services outside of eBay. This applies whether it is a static URL or an active link.

It's amazing what you can find in 'Help'.

I had one customer ask for an item in a different size but  I did not have it in stock. I gave them my web address and told them it could be ordered from there?

That's different to adding a link to your website. And it becomes an off-eBay transaction, which is also a policy violation.

I have to ask - if you don't have it in stock, why is it available on your website?

all items on my website unless in stock have to be custom made to order