Hi,
1.
For example, suppose that you had installed an old version which didn't had those files generated. And when you udpated, after you built the website, the plugins folder was not writable (it can happen when you migrate a website from one server to another, from dev to live environment, when you upload files/folders via FTP, etc). So the update still worked, but you didn't get the new files for the plugins including this plugin as it is not a critical issue for updates and old plugins will still work with new versions of HikaShop. Now, since the update you did with the previous release, you fixed the permissions in the plugins folder and thus the update process was able to update the files of the plugins, and you went for the version of more than a year ago of the paypal advanced plugin to the latest one, and thus you got the problem as you had to save the settings to have it generate the files.
I'm not saying that it was the reason for what you're describing. But it's a possibility.
2. Please try a transaction with the debug mode of the payment method activated. Then, look at the payment log in the HikaShop configuration. It should contain valuable information about what's going on.