Hi there,
The short answer is no. You cannot have customers pay your vendors directly and skip processing any payments like eBay does. We are at the limitations of the WooCommerce gateway API, which is not built for direct payments. Payments can be split between the marketplace and vendor with the vendor compatible gateways listed below, but all payments must be processed via the marketplace first and then distributed. Even if the entire payment is going to the vendors.
You can check out the available payment gateway options and how they work from this link – https://www.wcvendors.com/2018/05/payments-explained/
