Not that I agree with evilBay, but I am sure that they would argue that people were bidding on the demonic presence and not the actual bear. In which case, you should have point out the pictures with the souls trying to escape the bear (the two detail pictures of the fur.) You also agreed to give the winning bidder the complete story, is that not a tangible item? I think there was something about a myspace.com username and password to go with it. I don't see how this is any less legit than people selling items in video games on eBay. Talk about something that doesn't exist.
If all else fails, email the guy with the ex-girlfriend. Set up a pay-pal donation. When the money hits a certain amount, you can send the bear to her.