I'm feeling the same here. It doesn't sound like a scam, but more like somebody in some sort of trouble.
In situations like this I always feel that leaving the door open and giving time will result in a positive solution. Using other methods will only escalate the situation. But that's just how I feel it. I can't force others to think the same....
I like Rooster's idea of looking for a trusted person who can help J sending our stuff back. I don't know if he has financial problems as well. If so, we may have to give him time to transfer the funds back to people who have already paid him upfront.