The order status was not changed

Hi,

Well, if the order status had already been changed manually, this could indicate that the payment was authorized but not captured immediately. And thus the payment notification would have arrived later on, either if the merchant had to manually confirm the payment on his PayPal merchant account, or if PayPal had a delay to validate the payment (it can happen for payments made not with a credit card or the PayPal account's balance, but with an echeck or a bank transfer (through paypal). In that case, several days can separate the payment and the validation of the payment and thus the notification happens only several days later, at which point the merchant might have already manually confirmed the order.

Hi,

I would recommend to check the IPN history in the PayPal merchant account.
It should list all the payment notifications made to the website, when they were made etc.
If the notification is not listed there for that order for the time when you received the email, it's possible that someone tried to send a fake notification for that order (not likely though). In that case, there are protection mechanisms in place to have modifying the order if it doesn't come from PayPal. Still the system would still send that email notification to the shop owner so that he can check things out.