If you bought something online with a debit or credit card and didn't log into your Paypal account then of course it won't show on that Paypal account because 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 that is not the case then contact customer services and your card issuer to query the transactions.
You don't have Paypal buyer protection cover as a guest buyer but you can contact customer services and they may be able to assist you by reaching out to the seller for you. So If you need help for a guest buyer transaction then you can;
1. Phone Paypal customer services and see if they will help you. OR 2. Contact your card issuer for a chargeback.
Advice is voluntary. Kudos / Solution appreciated.