Usually when the listing has been removed like this the seller has done something awful.
This might just be something like not paying his eBay fees promptly, which doesn't affect the transaction, but really annoys eBay.B-) That's why you are asked to contact the seller, who may have sent the item out already.
More often the item was found to be counterfeit or illegal, or the seller was defrauding his customers. So be polite and helpful, but keep a firm hand on your wallet.
Look at the Paypal payment, there may be more information there. Even if the eBay transaction number has disappeared, the seller can find your payment from the PP transaction number, the title which should still be recorded by PP, and your PP account name, which is the same as the email addy you have attached to the PP account.
So finding your payment is really quite simple. Don't let him lead you on.
If you don't have your item, or if you have received an unsatisfactory item, within the 10 days suggested, start a PP dispute. PP will refund you and go after the seller for the money.