This issue occurs when some process during the order creation errors out and prevents Magento from saving the order successfully. Since the payment transaction exists, it's unlikely to be a problem with the payment processing or payment extension itself. Our payment extensions will not create a transaction if payment fails to process.
Troubleshooting:
You can often find the culprit by examining your server error logs, particularly Magento's exception.log (var/log/exception.log) and your server's PHP error log (location varies).
Note the PHP error log is usually not the same as the Apache error log, and you may need to contact your host to obtain it.
Once you have the log files, look around the time of the payment transaction and missing order, and you should see an error message that points to the actual source of the problem.
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