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Well, you already did everything you are required to do. Also, if they are still not verified, there is a reason for that. Either they entered a "fake" address in their profile and Listia won't approve it, or they haven't figured out how to get verified - but it's not easy to teach someone how to do that through messages, even if you are trying to be nice and help them through it.
Also, this Listia policy applies to your situation:
Credits Awarded to Seller when:
1. Winner does not contact or respond to seller in a reasonable amount of time.

That is the number one rule under the "Listing Disputes" part of the policies.

There is also this statement in the "Shipping Addresses" section: "While messages can still be used for general communication between buyer and seller, they should not be used for sharing shipping information. In the event of a dispute, if we discover that a buyer or seller has not used the proper method for sharing shipping information, it is unlikely that the dispute will be resolved in their favor."

So, I say - keep your item relisted. You WILL get to keep the credits and resell the item because Listia will be on your side. :)
The worst possible thing that could happen is that the buyer could leave neutral feedback, but they will not be allowed to leave negative. Also, when you leave feedback for them, whether you leave neutral or negative, make sure you state "This unverified buyer did not respond to my request within the 7 days after auction end and item was relisted."

I hope that this info helps you! I love Listia and I always try to help buyers out as much as I possibly can, but sometimes there is that one person who is not following the rules, and that's not fair for anyone.

If this doesn't help or you have issues with the buyer, just go to the bottom of your Listia page, click "Member Support" on the right and submit a support request ticket. Listia Moderators are awesome and so helpful :D