Hi,
Please check your order in your HikaShop backend.
Paypal Express Checkout is a very special plugin which create some kind of guest user in HikaShop ; but I can't say like that if the plugin activate the guest user for the order ; so it might be possible that the emails does not see the user as a guest user (because the plugin is some kind of special, it does not use the HikaShop checkout system...)
So, in the first time we have to check that your test order is correct in the backend (with download files).
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.