Do venders set up their own sites instead of using market places? It seems like every time I get on a market it goes down a few days later and bitcoins/orders are lost. I don't know much about being a vender, Is selling in a market is safer that having your own .onion page? I've lost 2 orders from markets going down, and unfortunately the venders stopped communicating at that point as well.
Only a very few do. As a customer, you don't get escrow protection with private vendor sites.