Hi,
When PayPal Checkout transmit the order information to PayPal, the email addressand order ID are always provided to PayPal.
The email address of the user might not be associated with a Joomla user account, that's correct. However, the email address will be associated with a user in the Customers menu of HikaShop for guest purchases.
Also, the order is always created before the PayPal Checkout payment plugin does anything. So you will be able to find an order with roughly the same creation date as the transaction date, with the same amount.
And since the order is always created, the plugin transmits the order ID as the "invoice ID" in the PayPal transaction details page.
So you should be able to match the order and the transaction together. Also, in the history of the order, which you can see at the bottom of the page if you open an order, you'll see the PayPal transaction ID recorded. So, that's also a way to match the order in HikaShop and the transaction in PayPal together.
If there is no invoice ID in the transaction, and you can't find any order in HikaShop, then the payment likely didn't went through HikaShop.
Maybe you were using another ecommerce solution in the past and it hasn't been disabled properly ? Or maybe you've installed another extension which can accept payments. Or maybe you've added somewhere a PayPal HTML payment button ? This can be easily done with just a copy/paste in a Joomla article, so it doesn't require any specific extension. However, that means that no information is available on the website. So that would also explain the situation.