Ah, yeah, he is trying to scam you. A paper wallet export contains both your public and your private key.
Question, what would he need if he wasn't trying to scam me. Or is the "cold wallet" just a distraction and he is definitely trying to scam me. Just want to be more knowledgeable for the future.
What payment method or digital goods are you dealing with? And is he the buyer(his BTC, your something) or the seller(your BTC , his something)?
Edit: If he is the one sending you the BTC , only thing he'd need is your Bitcoin address. Which, as Mitch said, starts with a 1 or 3