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If you bought something online with a debit or credit card and did NOT log into your paypal account then of course it won't show on your paypal account as you bought as a 'guest buyer'.
However your seller may have processed that payment using their Paypal 'card reader' and so Paypal would show on your bank or card statement.
If you need to open a dispute for a 'guest buyer' transaction then you can.......
1. Phone Paypal customer services and see if they will open one for you OR
2. Contact your card issuer for a chargeback.