You shouldn't get worried about imaginary scenarios. Sedo are acting as the Escrow service which is normal practice. Sedo would have supplied you with the buyers details with which to complete the transfer. Sedo also have a 'Confirmation of transfer' process that automatically defaults to 'payment authorized' should they not receive the confirmation from the buyer (usually seven days after transfer)
Stay in touch with your Sedo agent - Let them (and the buyer) know when you have authorized the transfer. Also update both of them when the transfer has been completed. This leaves every part of the transfer process on your account record - Plus it looks polite to the buyer.
You wont be able to work with Sedo if you don't trust their services. I Do understand where you are coming from with Spoof emails/failed acceptance etc. But Sedo have experience of all scenarios. Just make sure your checking the source of your emails - And they will show on Your 'SALES TRANSACTION RECORD' at Sedo so you know everything is genuine