Buyer wants to send his own shipping label

[k4mt]

I have not been selling in a long time and just put an item up for sale. The insane shipping costs make selling online hard as you must ask crazy prices for your gear if you sell shipped. This latest item I sold plus shipping and I have had a couple guys who say they have volume shipping accounts and want to send me the shipping label. I have a couple concerns. Will Paypal offer protection if you dont get shipping from their site and I read about danger of buyer changing delivery address once its shipped if they produce label allowing an item not received issue. Am I being too cautios? I was scammed here of about $1000 as were several others by a very clever scammer.

Gar K4MT