Hi,
You must have missed this code in the example plugin:
// This is the "notification" URL of HikaShop that should be given to the payment gateway so that it can send a request to that URL in order to tell HikaShop that the payment has been done (sometimes the payment gateway doesn't do that and passes the information to the return URL, in which case you need to use that notification URL as return URL and redirect the user to the HikaShop return URL at the end of the onPaymentNotification function)
$this->pluginConfig['notify_url'][2] = HIKASHOP_LIVE.'index.php?option=com_hikashop&ctrl=checkout&task=notify&notif_payment='.$this->name.'&tmpl=component';
So this URL is what you want to give to the payment gateway as a notificiation URL for callbacks:
HIKASHOP_LIVE.'index.php?option=com_hikashop&ctrl=checkout&task=notify¬if_payment='.$this->name.'&tmpl=component'