Robin,
This sounds dodgy to me. I would always mistrust suggestions of "indirect" payment, buyers willing to "add a little extra", and payment through Western Union.
If the guy really is owed £3500, then let him get his money, and pay you direct. You can then wait until you have the money properly cleared before sending the goods.
I wouldn't risk it, and wouldn't be too fussed about a delay. I'd rather get the money.
Good luck
Dave