To the OP, what about providing a Letter of Guarantee for orders?
i.e I create a order for BTC -> ETH, you'll provide a deposit address for my output address. Generate and sign a letter with the details so I can prove I should have received my coins if anything goes wrong.
We have implemented this. Each letter is signed with
1GCm8xrZY8CczWGCoV9RNrUoSWfoSp1ash (edited the ANN post to include this).
