I'm no expert on this but I think ebay will only cover you if you paid via Paypal. If the harness was sent via registered post or something similar, maybe an insurance claim could be made on the Post Office but the sender would need to do this.
I hope the goodies do arrive. I hate it when anything like this happens. I bought a pair of wheels from a guy on ebay, similar deal to yours and it dragged on for weeks. I eventully e-mailed the guy and said that my next action was going to be to contact the police and to notify ebay. The wheels arrived two days later although he claimed to have sent them a couple of weeks before.
You are rather in the hands of these people when you buy off ebay. I think you should at least contact the guy again and ask for proof of postage.
Good luck with this. I'll be interested to know how you get on.
Graham.