When the donation/payment is received at PayPal and the Payment Txns are not created in Salesforce. Please check the PayPal setup to make sure you settings are correct.
https://help.payments2us.com/m/installation/l/905951-how-to-setup-paypal-modern
To create Payment Txns-
If the PayPal transaction is One-Off
- You can use Manual Payment to create the transaction. See link below
https://help.payments2us.com/m/userguide/l/215402-how-to-do-manual-payments - OR you can use Import File feature with "Method of Payment -PayPal" to create Payment Txn
https://help.payments2us.com/m/userguide/l/248295-how-to-import-csv-files
https://help.payments2us.com/m/userguide/l/559156-import-files-faq
If PayPal transaction is Recurring
- Add a new recurring payment with Record Type -PayPal , Status- Active, linked to contact ,merchant facility, payment form, donation amount and the billing token.
- Then create a Payment Txn for that record manually (Manual Payment)
- Make sure sharing rules are correct.