if i ask them to sign message to prove they have the coins for the ses, no one can do it.
What is the point of signing a message from an address when one use an escrow. Signing a message from an address doesn't mean that the person can send you money
Diving in 3 parts does not seem as bad ideea,
It is, If you are someone genuine, why would you refuse to opt for escrow.
the escrow protects the buyer, not the seller;
Nope, it protects both of you in case one of the parties decided to become a jerk.
You can even go ahead and pick your favorite escrow service you trust -
★LIST★ BitcoinTalk's ESCROW Providers: Ranking & Blacklist ☠ Avoid Scam ☠