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Do you just power through years of looking daily on Ebay/Hip/Delcampe
I would not say daily, but perhaps twice a week. I also look for some items on Stamps To Go periodically, despite it's shortcomings. In particular, some dealers routinely over-describe stamps which is maddening and extremely inconvenient. It's kind of like the wild west, although perhaps not as bad as
ebay can be. The other issue with Stamps To Go is that the website is extremely dated, making it cumbersome to use.
Something people often forget is that there are many different
ebay sites. When you search for foreign stamps, MANY items that fit your search will not show up in your results. And even worse, you sometimes do get a hit, but when you go to the sellers "other items," there is little to nothing for you to see.
ebay will provide some results for a specific search, but then not let you see the inventory for that very same seller. So if you find the country for that seller, you may wish to visit the
ebay website for their home country. You might be surprised/shocked how much more you can find in your area(s) of interest. Some sellers with virtually no results on the US
ebay website will have thousands of listings on their home
ebay site. Be creative here when searching- see my notes below regarding Delcampe. And just make sure they deliver to your country.
Delcampe is a site with a split personality. On the one hand, it will harbor some of the stamps one is looking for to work on less popular areas, but searching on Delcampe is an art form. To get all the results you are looking for you've got to be creative or some items you may want won't show up in the results. They do support saved researches with emailed results which can be very useful. There is no standard catalog used on Delcampe, so using catalog numbers can be very limiting. If you try this, use the catalog numbers from the catalog must likely to be used for that territory, for example Michel for Slovakia, Gibbons for Cook Islands, not sure what is most popular for Cape Verde/Portuguese area.
I have had more luck with using the year of issue (if looking for a specific set), or a one word description, e.g. Cook Islands KGV. Another thing I do is search for the name of the country in it's native language, for example Cabo Verde, Liban (Lebanon), Italia (for Italy). There is a workaround for this though- if you just search for the country in the "stamps" category.
Here is a basic search for Luxembourg- it yields over 130,000 results! Along the left side, you can see which categories those stamps come from. I drew an arrow pointing at Europe- which will eliminate 17,000 results. See image here

If you click on "Europe," a long list of results come up along the left side. To get to "Luxembourg" you have to expand the left-hand view, and then you can find the link to just the listings seller's place in the Luxembourg category, where 10,000 more superfluous listings have been eliminated:

You may wonder why 3,300 Luxembourg listings are in the "France" category, but my guess without actually looking is that many of those listings are covers. As far as I know there is no way to eliminate covers from your listings unless you use a qualifier in your search, for example "Luxembourg MNH."

When you click on the Luxembourg link seen in the image above, on Delcampe the items are then categorized by era, something you cannot do on
ebay. If you collect say the middle period of Luxembourg from 1921-1940, you can select that option to view 6,800 different items. At this point, you've eliminated 95% of the original 130,000 listings. And for many countries, you can even search deeper. In the image below, I clicked on the 1921-1940 link, and Delcampe breaks up the listings further into smaller groups:

It's interesting that Delcampe has a link above for used stamps, but not mint. You could search inside this view, using the search at the top of the page, and add "-used" next to the word Luxembourg to try and eliminate some of the used stamps if you are looking only for mint. I only collect MNH so I often add that qualifier from the get-go, e.g. Luxembourg MNH. I will also do separate searches for "NH," and "Never." To be extra thorough, you could do searches for UM, UMM, and unmounted to ensure you see any listings from GB sellers who use those hat terms (the great majority of everyone else in Europe, Asia, North America, and the Middle East use "MNH," with a few using NH or Never Hinged"). I am sure one can combine multiple qualifiers on Delcampe, but I have avoided that option given early experiences where searches with multiple qualifiers yielded unreliable searches. As an aside, I see this same problem on
ebay and Hipstamp. On Hipstamp searching "Luxembourg mnh OR nh OR never" in my experience is not fully reliable.
The other side of Delcampe's split personality is that most sellers are from Europe, with smaller groups from North America, Asia, and the Middle East. Postage costs are generally much higher than what you can find on
ebay and Hipstamp. And European sellers usually pass on the cost of their paypal fees, and add 1-2 extra % points if not more. If you have a problem, you're stuck with the cost of shipping stuff back with traced service (pretty standard for European sellers). PayPal will not return your costs for either direction of shipping, so that can be a significant "hit." Lastly, Delcampe does not insert itself into conflicts between buyers and sellers, so PayPal is your only protection. There is no hall monitor.
Someone else here mentioned dealers who specialize in the area you collect. In some cases, this can be difficult. I suspect Cook Islands dealers are very easy to find, but Cape Verde, not so much. And you'll pay dearly for stamps bought this way- a Portuguese seller that handles the colonies and territories has to pay higher prices to get stamps if they have any chance of maintaining a meaningful stock. So they have to also charge higher prices. It depends on one's level of motivation; I have bought stamps this way and paid through my teeth but in some cases I found things, such as difficult single stamps MNH, that I simply could not find elsewhere. I would be creative when googling- try Portugal stamp dealers, Portugal stamp sellers, Portuguese stamp dealers, Portugal colonies stamps, Lisbon stamp dealers, etc. Again, depends on your motivation and desire to be thorough when searching for very difficult items.
Most specialty dealers belong to one or more philatelic societies. Let's say you google and find a stamp dealer located in Lisbon. Look at the societies they belong to, and google for each society. Most will have websites and you may be able to access a list of all sellers who belong to that organization. Many sellers found this way will also have websites or at least email addresses so you can find stuff online.
Zillions of Stamps is still alive, though seemingly on life-support. There are very few dealers left who sell foreign on Zillions of Stamps but you never know if a gem may be hidden somewhere.
BobShop is a legitimate site that is quite similar to
ebay though it is South Africa-centric. I don't like buying from South Africa- very high postal rates and VERY slow delivery but I have purchased there a couple of times. There must be other sites like this one, but I don't know of any. Does anyone know of sites similar to
ebay that have a decent selection of stamps?
There are also some even riskier websites where you can find stamps, but you're entering territory akin to floating a boat in waters near Mogadishu. Examples include StampWorld, HiBid, and Mercari, among others. Are there any other decent sites like these?