Payment by credit card but no order received using Modulo de pago Banesto

Hello,

I received a payment from someone who paid by credit card, however we have not received any order, neither by email nor in the admin.
Is there some way I can figure out who did the purchase?
All new customers from the same day bought by credit card or money transfer, so it has to someone who signed up on a previous day, but I do not want to start calling every possible customer to ask if they bought something.

Zen cart version 1.3.8a, payment by "Modulo de pago Banesto".
On my bank they say it can happen if the customer closes de web browser after receiving their bank ok and before returning to the shop.

Is there some way to avoid this in the future and some way to know who is the buyer?

Thanks in advance.