Hi OP- some great advice here! that I can't add to much- except to say this can be done, if you're diligent/fast about it.

Eg, I've frequently purchased some small/cheap items from an ebay seller who simultaneously lists the same stock on gumtree. Every time I've purchased an item on here, this seller whips the ad off gumtree quick smart (I've checked).

Yes, you could get yourself in a right pickle, and it is riskier the higher-priced the items are... but it's not impossible. And def. not illegal.

Best of luck regardless.