I'm not going to comment on this particular transaction, but I will say that you could classify payments into the categories of "mainstream", "grey", and "red flag".
The Wal-Mart to Wal-Mart thing was a red flag. The online sales industry has developed enough that there are a few choices of methods for paying online. You can still get scammed. Paypal, Square, Venmo, etc. offer a couple different choices to buyers and sellers. None are a guaranty against a scam, but when someone is insisting on an irregular payment method, it should put the brakes on the transaction. If you offer a mainstream payment method to an unfamiliar person and they balk, then do some more research on the person's posting history and whether they are established in the hobby. Even if it's not a scam, you may be dealing witha problematic seller.
Then there are "grey" area type payments. There certainly are legitimate sellers who ask for a USPS Money Order, or similar still, but doing a little research should turn them up as long-time sellers. Only send a USPS Money Order or personal check to someone you're familiar with as being well-established in the hobby. Some of the old school sellers still gravitate to these types of payments, but it's important to know who you're dealing with in those cases. Don't send these types of payments to an unfamiliar person. Try also to avoid sellers who insist on "grey" payments because they, "don't want a 1099" or "it's none of the government's business". You pay your taxes, they should pay theirs.
But a real red flag is if someone is asking for an instant wire transfer, bank-to-bank, store-to-store, etc. pull the brake lever and get some context on the person because those are the most suspect forms requested. These payments are a problem because the person can simply empty the money and walk away. If the person is insisting on these methods and you're unfamiliar with that person, it may be best to take a pass.