Cash on collection is not allowed for collection items. If you look back on the listing you will see it's not an option for payment, just card payments or PayPal.
A seller does not have to have PayPal account to sell on eBay, but they do need to register for eBay's Managed Payments so that payments made through checkout by those methods are sent to the seller's nominated bank account. Looks like this seller has not properly registered.
You have paid the correct way through eBay checkout, and the wrong way with cash.
eBay cannot help you here, your only recourse is to go back to the seller and ask for your cash payment back. They seem new and do not understand eBay's Managed Payments ask them to read up and register for this then your payment made through your bank account will be sent to them to their bank account.
If they don't agree , ask your bank to stop that payment, it was made twice.
@wjmorrisclocks