I am not very experienced and now, something has happened that I don't understand. I hope somebody can help me understand what happened:

Somebody was going to pay me, on an Receive address generated by Electrum. (This was a purchase Local Bitcoin Exchange, and the receipt of his payment was delayed at his end. I cancelled the trade, when I hadn't received the BTC during the allocated time on Local Bitcoin Exchange. This was a mistake by me, of course

The guy said he'd send me the BTC anyway, assuming the payment arrived.
So I pasted the Receiving address from Electrum in the chat, on Local Bitcoin Exchange.
I closed down the computer that Electrum is running on and went to bed.
This morning, the guy (who is in South America while I am in Europe), had pinged me.
He said he sent to outstanding BTC to the address I gave.
However, the money has not arrived.

I realise that he could be lying, but he is a top rated trader of high volumes on Local Bitcoin Exchange. Let's assume he was honest for the time being.

• When I open Electrum this morning, the Receiving address is something different than it was before! Why?  
• Is the Receiving address I gave him yesterday no longer valid now?  
• Electrum wasn't open when he presumably sent the payment. Is that a problem for receiving it?

What has happened here, from the BTC / Blockchain / Electrum perspective?  [/b]

(I realise this is my mistake for cancelling the trade, instead of Disputing - it was late and I was very tired, not thinking clearly and got stressed. I understand that the guy might have lied or otherwise tricked me, in using such a slow method of tranfer, so please advise me only on the Technical aspect of this - worst case: I paid EUR 550 to learn this lesson.)