With the latest version of the Paid Downloads JX you will be able to serve your customers more reliably. Why? The latest version of Paid Download JX supports PayPal's Instant Payment Notification method (IPN). With this method your website is notified about a successful transaction immediately after the transaction is completed. This communication happens between PayPal and your website directly without involvement of the buyer. So if your buyer closes the browser accidentally before he is redirected back to your website, your website will still be notified about the transaction by PayPal directly. And your buyer will get the Download Link per email.
Here is an article about how to enable PayPal IPN in your PayPal account: How to set up PayPal IPN?
Paid Downloads JX 3.6
For Joomla! 3.6.x