I don't have it but I don't think it is a scam. AFAIK the only scam debit card is bitplastic. Most other ones (except prepaid visas from polish banks and stuff like that) are legit.
Yes. The escrow could be a scammer and run off with the money. To avoid that you can use multisig escrow. If the escrow and the other guy are both the same person and is a scammer, then they can still run away with your money. So even when using escrow, please be careful and make sure that you can trust the escrow.