I'm teaching someone who is not very computer savvy to use the dnms. I've always used gpgp but would it be safe for her to just use the market's built in pgp to encrypt her shipping info? If the market were to be seized would the pigs be able to see her message?
Yes.
If the market is compromised by LE or the market operators are collecting information for blackmail purposes, they will just make a copy of the message before encrypting it to the vendor.
Do not use any market's auto PGP. Always PGP encrypt your address with your own PGP client.