Your listings only show shipping rates to Canada and the USA, sensible for a new seller while you learn the ropes. Shipping is hard!
A couple of things you should know.
Many Mexicans, like many Canadians, live close to the border and have mailiing addresses in the USA, even though they don't live there.
There has been some discussion of forwarding services over the past few days.
Basically, an eBayer in a country that US sellers don't want to ship to (anywhere that there is an ocean to cross, and in some cases, to parts of the USA), will arrange with a shipping company to recieve their orders at a US address. The forwarder then sends the parcel on to the buyer.
I don't know if this is possible on the default Simplified Sell Your Item form. I would suggest going to the Advanced Form where you can make more detailed descriptions and Terms of Sale.
You can specifically Block destinations that you don't want to ship to, and those eBayers cannot then bid, nevermind bid.
Unless.
Unless they have an acceptable address.
Oh and yes, he can leave negative feedback. You may be able to get it removed on the basis of being an unwanted buyer.
