Have not heard of the first scenario before although I suspect things sometimes get sold locally and "de-listed" from eBay. Guys here sometimes list stuff on the forum and eBay concurrently. Not sure if that's what you encountered though.
While you suspect shilling to have occurred on the other items, can you be certain? If so, then by all means report it to eBay. But also know that there is a possibility that the winners backed out of their bids leaving the seller high and dry. You'll hear all kinds of stories from other forum members about how flaky eBay buyers can be.
In the end, you're in the drivers seat. You were ready to pay your price until you suspected shilling and now you feel cheated and no longer want to pay that price. So don't. Or pay it and be happy you got it for the price you were willing to pay in the first place.
Fun stuff