OK, Thanks for making me look.

It all "Seemed" to work... But up till now, I refunded the Paypal payment. So when theorder didn't appear, I didn; tthink anything of it as I assumed that it had also cancelled the order.

You are all correct. It didn't work...

The Paypal Payment did.
The Paypal IPN did
Paypal Express still fails.
I got back to the SSL site.
What didn't happen was
a) Order did NOT show up.
b) Not sure about emails... May have done. but also, I haven't played with those yet. So may not have set them up.

All in all, I am having too many problems with Zen... Shame really.