So if I understood that right, you gave him stuff on a DIFFERENT game and so now he wants to give you gil?

And you are worried that because he might of bought it from a RMT that you might get banned?

If he did buy the gil I don't think you would be at fault since there is no way of knowing if he did (however if he blatently said so in his chat log to you then they probably can see that and will ban you)

Just guessing.