That E-Mail means PayPal tried to send payment notices to the store but never received the "200 OK" response it needs. That's almost always something on the site's end redirecting, blocking, or erroring on those requests. PayPal keeps retrying each message for about four days, so there's time to fix it and then resend.
Start with PayPal's IPN History page at https://www.paypal.com/merchantnotification/ipn/history and open one of the failed messages. Its HTTP response code points straight at the cause. A 301 or 302 is a redirect, usually from www to non-www or from http to https, and PayPal won't follow a redirect. A 403 means a security layer turned PayPal away, such as ModSecurity, Imunify360, Cloudflare, or a firewall rule, and the host can allow that one address. A 404 means the file isn't at that address. A 500 is a PHP error, and the store's logs folder will contain a myDEBUG file timestamped at the same time. No code at all or a timeout usually indicates an SSL certificate issue (like a certificate that doesn't cover the www subdomain), a DNS issue, or a firewall dropping the connection.
There's also a quick test anyone can run. Paste the exact address from PayPal's E-Mail into a browser. A healthy Zen Cart store shows a plain page that says "Nothing to process. Please return to the home page." It's safe to do because the script stops before it processes anything. If the address in the browser bar changes as the page loads, that's a redirect. If you get an error, a security challenge, or a certificate warning instead, that's the problem. If the page loads fine but IPN History still shows a 403, the block is specifically targeting PayPal's servers, and that's a question for the host.
Once it's fixed, go back to IPN History, select the failed messages, and click Resend selected.
One more thing to check. If the store uses PayPal Payments Standard without a PDT token, Zen Cart only creates the order when the IPN arrives, so paid orders from the affected days may be missing. Compare PayPal's activity against the store's orders for that period. With Express Checkout, the orders are already in the admin, and the IPN only updates pending payments and refunds.
Sources: PayPal: troubleshooting IPN · PayPal Developer: IPN History · PayPal Community: 301/302 IPN errors
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