Your email correspondence would act as sufficient proof that the items(s) weren't sent and your bank isn't likely to bat an eyelid as to what it was you were buying unless it's something extremely dodgy. Asking them to chase up a chargeback because your shipment of AK41s didn't arrive would raise eyebrows, this shouldn't IMO.

It's easier to chase fraud cases that were funded via a credit card but it is by no means impossible to retrieve it from a debit card case as well - I think the timeframes involved are a lot tighter though and it needs to be within 30 days of the transaction. I could be wrong but it's worth looking into.

You could even chase it through Paypal as they offer 180 day cover. You don't even have to mention that it was an eBay auction. Technically, the auction had ended and you offered to buy the goods privately. You weren't breaching any eBay rules. If you'd asked him to end the auction early and buy it at a reduced price to cut eBay out of the sale, you would be in a tricky situation but you didn't. What you did was a legitimate transaction so it might be worth speaking with Paypal over their clawback procedures in the case of fraud.