Pay him when the item arrives at your FFL.
He can always call your FFL and request that they not release it to you until payment is made, though there are a lot of holes in doing this too. In my opinion, a remote deal with a new guy with zero feedback through CashApp smells like a scam right off the bat.
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Much like anonymous sex, internet based gun transactions are mildly risky, but almost always worth it.
I'm not a surgeon, why? What's a little sepsis between friends?
Everyone takes a beating sometimes