Always buy everything over the internet with a credit card or a debit card on the Visa or MasterCard networks as a credit card transaction. This protects you, the card holder, from fraud. Even if your bank account is linked to PayPal, use a credit card for all purchases. Transfers from your bank account don't have the guaranteed fraud protection that a credit card transaction does.
This is because the card holder has the right to dispute (chargeback) any transaction that they didn't authorize, receive the products, or services, to name a few, for up to six months (the chargeback period) and in extreme cases, nine months. If the card holder doesn't get what they pay for and has attempted to resolve it with the merchant, they can go to the bank where the card is issued and file a chargeback. From there the bank will reverse the charges; those funds are taken from the merchant or their processor and credited to the card holder's account within a business day usually. It's on the merchant to prove the card holder got what they paid for in order to get the funds back.
In this case, if you haven't got what you paid for and the seller has gone missing, try and work with PayPal to get your money back. If you paid with a card that has a Visa, MasterCard, Discover, or Amex logo on it, I wouldn't spend too much time dicking around with PayPal and go to the bank and issue a chargeback. Your bank shouldn't give you any lip or make you jump through a dozen hoops either.