Thanks for responding and your advice.

To answer your question: in neither case did these buyers strike me as people who wanted to pull a fast one, only as people who hadn't understood they'd had to opt for personal collection, to get the code etc. And in each case I did take a picture of the buyer holding the item, so I do have proof (in addition to the message trail) they'd come to collect it. 

Still, having now realised I can't mark the them as collected, you're right that in future I should tell a buyer wishing to collect that they have to click to do so in order to have the code to complete the transaction when they come.