If you receive an email from Paypal regarding an order and it is not appearing in the cart, it is due to the nature of how paypal handles transactions.
When an order is placed using Paypal, the customer is sent to the Paypal site to complete the order. Once the order is complete, the customer is given a "return to cart" link within Paypal to complete the order but many times a customer will forget to click this link, or close the browser once the order is completed within Paypal.
This causes an issue as the cart doesn't know if the customer paid for the items they purchased. In this case, the cart statuses the order as "abandoned" and you will need to search by this status to find the customer's order.
Suggested Solution:
Try using any other payment gateway that doesn't require the customer to leave your cart. Our suggestion is E-onlinedata with Authorize.net. This payment method allows customers to enter credit card details without ever leaving your site and will result in fewer abandoned carts/missing orders, and usually more sales too! Research has even indicated that accepting credit cards directly on your site besides through Paypal can increase sales dramatically.