eBay may indeed have a bug that inaccurately reports spaces in URLs but proceeding to list the item without being absolutely sure none of the following applies would not be wise:
1. As Nate says, be sure there are no blank spaces within the URL itself.
2. As Nate says, be sure the http part at the front isn't duplicated.
3. After the URL is filled in, make sure there are no spaces in front of or behind it. After pasting in use your mouse to put the flashing cursor immediately to the left of the h in http and press the backspace key on your keyboard a couple times. Then put the flashing cursor immediately to the right of the last letter in the URL and press the delete key on your keyboard a couple times just to be sure there are no blank spaces there either.
(I've noticed when I copy and paste URLs I often end up with blank spaces before or after)
I hope this helps,
Rob
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