that's a mobile number. If I was calling that within the UK it would be 07508409441.
A UK land line would 0044 1 or 2
2 is for London and Northern Ireland.
To be honest this is common fraud. The guy will have someone sitting in a flat somewhere all expenses paid. All the guy has to do is reply to faxes or fax out. I doubt you would have spoke to his bank manager, it was more than likely some guy he has working for him.
In my opinion I would contact the police. If the police in the UK are anything to go by then I doubt they'll be interested. You may just need to put the fraud down to experience and never ship out to someone without clear funds first. Regardless who you're talking to.