I used to have my square synced to my etsy...but someone told me that if i sell anything even at my own markets that somehow it goes thru etsy first and i pay their fees....is that true ? 

I ended up disconnecting my square from my etsy because I really didnt do that many sales on etsy and decided to close my store and maybe try again at a later date.

I do see this "Square’s fee for payments processed with your Etsy account is 2.6% + 10¢ for all swipes."

Hope this is helpful!