I am in the process of a dispute with a seller over 2 domains. I bid, won and paid then got an email from the seller saying price was too low and they wanted an additional $200. As it was paid for via paypal ebay will NOT open a dispute (it must be done via paypal) I have one day left to wait for my judgment.
In your case, I recommend sending the seller instructions on how to transfer the domain - perhaps they are new and think that by changing whois that they have pushed the domain to you?
If you hear back from the seller refusing transfer open a dispute with paypal and then escalate immediately to a claim. The seller then has to prove to paypal that they have transfered the domain name to you. Paypal hold the payment until they decide who is in the right.
It wont help you get your domain name, but I have successfully had my money refunded twice before in similar circumstances.
I know its hard not to get tempted when you see a great name at a low price, but after my negative experiences with domains on ebay I now only bid on auctions where the seller has lots of great feedback or I have dealt successfully with them before.