Power Drop Shipper

i need advise fast. this guy bought something from me. he sent me a personal check. told me that i can keep my part and the rest will have to be given to the shipper. so i thought id just hand the rest to whoever comes to pick up what that man bought. so then he told me to send some of it to the shipper. so i did. thinking id give the rest to the shipper when they arrive. but now he wants me to give the rest to his relative in another state. keep in mind, im in one state, the shipper in another and the relative in another state and this buyer is out of the USA for family problems. so as soon as he told me to send to his relative i said, “no, it stops here.”you never told me this from the beginning so i wont do it. i told him id give the rest to the shipper when he gets here. so the buyer is so freaked out. im worried that im stuck in some illegal mess here. i dont want to get into trouble. so thats why i stopped. will i get into trouble if this will turn out illegal?im stuck.i needHELP
i cashed the check at a bank and it was ok. im sure that if the check was false the bank would never of cashed it. i dont understand how could this be a scam? what will he get out of this? im just so tired of him begging me to send the rest of the money to his relative. i feel kinda scared in a way that he might get me. i dont want to call the police just yet. i just cant take time out of my business to deal with this. unless it really gets out of hand. but for now i hope he backs off. did i do the right thing, not going any further with his instructions? i stopped and im not planning on listening to him. any more advise or personal experiences. i need some help on what to do. thanks.