I guess that would come under the "eBay is seller unfriendly" heading of complaints, in which you have some prominent company.  

My initial reaction to your mention of Christie's and Sotheby's was that it would be a sure-fire way to put those horns in the hands of rich collectors and dillettantes, which rubs me the wrong way.  But then I can't argue with somebody trying to make a living maximizing their return on a rare opportunity and I'm not convinced that the monetary value of VIes reflects their actual value from a playing standpoint.  

Maybe advertising through media or organizations directed at the professional musicians' market would be a good way to go, and you could stipulate your own terms of service to protect yourself from loss.

I myself live in an area where a larger number of professional musicians teach on a college level and a number of students looking for horns is somewhat large. Contacting instructors as to what you have for sale can often lead to a sdtudent who is diligently looking for exactly what you have. This is always a wonderful situation when a player comes to you and loves what you have.

I have used Ebay a number of times for larger priced items. It is always troubling till the funds finally clear and everone is happy. If its priced to sell, Ebay will do you right.

Finally you have Tenor Madness, Saxquest, PM winds, and USA Horn. They ALWAYS have inventory. They will give you a fair price to unload it to them, but they have to make a profit also. So a horn will sit on their shelves till someone finds the exact horn they want and pay that overpriced retail for it. Thr Mark VI is legendary, but there are a large number of honrs out there just as good and priced lower than the Legend.