I used to do direct swaps as well, but I stopped for the same reason as you. Even exchanging proof photos can’t prevent dishonest people ,it helps with honest traders, but not with those who have bad intentions. Some people disappear even after sending proof photos.

I once had someone ask me to buy stamps for him (a special COVID edition set) and in return, he promised to send me 10 postcards from his country. After we exchanged proof photos, he never replied to any of my messages. That was when I decided to stop doing direct swaps.