I have successfully FE'd with this vendor multiple times before with no problems. However, on one order the order was removed and never received. The order was worth $150+ and he denied all knowledge of the order.
This vendor appears to be legit most of the time but be aware, if you finalize early, he can remove all trace of the order and keep your money.
Which market was this on? Report exactly how he did it to the support, if a vendor really can delete listings right after someone FE'd for them and thus make the order non-traceable, it's a bug.
Or did you FE and then wait a month before trying to leave feedback? I think it was a month before you could remove an order.