How do I proceed with this ebay problem?

You can end an item at any time before an auction ends, it is unfortunate that the seller does not want to sell you the coat but as you haven't paid for it, it wouldn't be yours. Even if you did pay for it the seller could refund your money and claim that they can no longer sell you the coat as it is no longer fit for sale or lost. You could report the seller to ebay and or leave negative feedback but it won't get you the coat, you need to look for an alternative coat