It was a UK only auction & I had accepted his offer then realized he was from Denmark - a bit cheeky!
That being the case, I probably wouldn't send it, TBH.
If you're going to, I'd suggest finding an uber-secure courier that provides an insurance service - that way you're covered from all angles if it gets 'lost', plus they'll likely be able to track the package so you know where it is at all times, and when its been delivered and signed for.
Since the buyer chose to bid on a UK only auction, you can pass the cost of delivery onto him, however much it is.