Thank you for your workaround.
I have also noticed this weird 'payment_status' => 'Pending' at the initial debug report.
I am starting to suspect that it must be the Paypal which doesn't work well with IDN domains and thus, it doesn't return the payment confirmation properly. This must be the reason why it only fails for me, because I have migrated to IDN domain.
Yesterday I found out that their mail confirmation link doesn't work if mail address contains IDN domain.
I will try to research more on this and if nothing found will implement the workaround as a last resort.
Thank you