To address the first problem, you should offer a passive solution and not require the user to set up anything special in the way of single-use URLs. In fact, I assumed the issue of payers sharing the end-link was such an obvious problem that the service would have already addressed this and had it built-in by default (but of course, MVP/first-release, I understand).

The way I'd see it working is, I give Gumroad a link I want users to pay for, and Gumroad charges each user, serving up the content, but never sharing with them the link that I gave Gumroad. You could do this by fetching the content on the back end, and serving it up through Gumroad's own single-use URL.