Couple of newb questions here.
What's a wallet address message? And, once it's signed, how do I check it?
How does escrow work with paypal? Or I should put that as, are there escrow guys here that will forward a paypal payment to the bitcoin seller?
Is there a way to publicly prove that a paypal payment has been made?
PayPal has a built in escrow system that decides for the intelligent buyer who does everything right 99.999% of the time. When someone is using an on-forum escrow and PayPal, the one selling the coins usually sends the coins to the escrow before the buyer sends the money through PayPal.
PayPal is almost never sent directly to the escrow, as this opens him up to the risk of a chargeback/claim.
Screenshots of a PayPal transaction do not prove anything if the other user says the screenshots are fake. However, one could allow a very-trusted member to view the PayPal transaction remotely and verify it happened, if necessary.
Do not bother with this seller, though. He's an obvious scammer.