Good idea @dkuhn_art, I forgot about that since I don't really do auctions any more except for DPW occasionally. I understand what you're saying @rkstudio, but especially with auctions if they are not online bidders normally, they don't always know they won or it was impulse to bid because the piece really appealed to them but the follow through isn't there because they haven't gotten online or returned to the site if their email got lost.
I did just have another non payer. (Not on DPW) It was a make an offer button which was automatically accepted...you think they might stick around for 3-4 minutes...but never heard back. Relisted-resold at higher price within 2 days.
As hard as it is, you've got to let them go and move on, relist. I don't wait that long any more. If they get too busy to pay for the item within 5 days, it is usually gone and their loss. It is very very difficult to run an online business, especially an art one...due to the incredible array of artists one can buy from.
Maybe a part time job and painting part time might be your answer?