not sure what to do with this guy... any suggestions?

Oh, there are many possibilities, many possibilities ...
For example, you can tell him that you sent the money - but to another scammer !
You can do this immediately, if you want. "Sir, I sent the money to your chairman, Mr. Oyetunde, yesterday. He contacted me, and I asked if it had to do with our deal, and he told me that you work for him!"
Or, you can prepare it for a few days in advance - by creating a new mailbox (with a false name of English origin, as Nigerian scammers typically use), sending a scam letter (which you might find on this website) from there to your original mailbox, creating a correspondence in which the fake scammer provides payment details (for example, a name and address in Nigeria, for a money-transfer service), and eventually telling him that you have made the payment to those details. Obviously, the only purpose of creating this dialogue is to display it to the real scammer, to provide credibility to your story.
You can create the conditions for forwarding this dialogue to him in several ways. For example, when he begs you for dollars again, you can forward the conversation, telling him (as Pricky is wont to do) "I sent the money to your Chairman !"
You are invited to read an account of the conduct of this modality, and of the beautiful chaos that it can create, in my thread Dr. Goreman & the Remarkably Persistent Scammer, which you will find in this section of the forum. For example, the Nigerian mugu has just forged a death certificate, to prove to a shipping company that the fake lad has kicked the bucket.