Dealing with the exact same thing. Sold some ammo in gunbroker. guy didn't listen when I said USPS money order. I told him no ammo ships until that thing is completely cleared. bank said up to 2 weeks, so the guy just has to wait. I feel bad, but I wrote my payment options for a reason.

He got it at 7-11. I took it to safeway....they don't cash them unless they were purchased there. Took it to king soopers...same story. 7-11 will only cash them up to $75....
Called the number, they verified the amount, and that it was a valid money order, but apparently the buyer can cancel the funds or something as well. Took it to my bank and they would only deposit the money and said to check back and see when it clears.

long story short: fuck western union.