There are a lot of reasons why we recommend doing store testing with a live account, not a sandbox account.
In this case you have your sandbox account set with "Payment Review" enabled. And, since Zen Cart v1.3.8 and older don't support 'paymentreview' features, it's not able to handle the transaction details being sent back.
You have a couple options:
a) test with your real paypal account, not the sandbox
b) use Express Checkout instead of IPN




