Classic scam. Your "buyer" is trying to get the item for free and even have you pay for the shipping.
The only thing they've done is put together a very slick email, claiming it's from eBay/Paypal and hoping you don't notice that your account is showing $0. While Paypal often holds money for 3 weeks, you would be able to see the payment and the email would be worded a bit differently.
Report your "buyer" as having paid you with fake funds so that you can get a refund on the FVF. Cease all communication with her. Once a crook, always a crook. You can ignore any further emails that say eBay and Paypal are going to come after you--they won't.
Don't shipped it that's a scam each time someone mentions Nigeria chances are it's a scam, and if you ship the item you won't get pay, also don't ship a item until you are payed this person is telling you lies contact eBay about this and sorry but I not sure what to do after this but I do know this don't trust that buyer.
100% SCAM! DO NOT ship anything to this criminal. The mention of Nigeria should have rung alarm bells, as it's the scam capital of the world! Break off all contact now and report the situation to Ebay.
SCAM; the "you've been paid" e-mail is fake. log in to your Paypal account directly and you'll see there is NOTHING there.