all major exchanges are asking for more details. you just have to give them what they ask for

What you are doing is using an escrow service which is used for many things. What drops through your letter box is a different matter. buy small amounts if your to paranoid. its only what your holding at the very unlucky time. most vendors what reship if the postman returns it because it has the wrong name, so be aware of that to. There are ways to try and hide blockchain activity, you need to be comfortable with crypto though.