Hi, I'm BardMal of Legends.
On holidays I cross shard trade items, and have for many, many years. It is a "play style" - I consider my self an import merchant, or an "international trader" if you will.
There is a stratics forum called "Holiday Trade forum" here on stratics, where many of us gather to co ordinate our trades and sometimes even gossip. Although stratics rules prevent us from publicly identifying "scammers" we do have a moderator controlled "trusted traders" thread.
I would suggest developing relationships with others who play on different shards. There are many people who play UO whom I hold in high esteem, and many of these play on shards other than where I play.
Sarah of Baja comes to mind. I was fortunate to be included in a surprise party for her on Baja, because friends of hers knew we traded with her and included us in her very special surprise party.
There is a whole network of us with lists of trusted people we trade with. If you look up my posts on that forum, you can often see recorded the people with whom I have had good trades with.
Because of the inherent risk and trust involved in cross shard trading, I am very stingy with whom I endorse. Once you demonstrate trustworthiness though, wide avenues often open up through our word of mouth relationships.
There are several "cliques" of us through out the shards, and now would be the perfect time for you to introduce yourself and see how you can become a part of this community and playstyle if is interests you.
The moderator of our forum is Orvago.