I do see that it’s not giving you the guest checkout option, but I can’t think of any reason that would be happening unless one of those options you mentioned was not set the way you think it is..?? Have you double checked all of those? Especially the one in the PayPal account profile..??
Is your PayPal account a US based account, or is it something else by chance? Do you have a specific value set for WPLANG in your WordPress config file?
As for the other issue, if Express Checkout is the only payment gateway enabled in WooCommerce then the checkout page is really not needed. As such, the plugin will simply skip it from the cart page, and as you’re seeing, nothing would be displayed in that “regular” section of payment options on the checkout page.
I have had lots of requests to change this, though, and I already have that done in the development version of the plugin. If you click that link it’ll download a zip file with the dev version, and you can extract that and upload to your server overwriting the original plugin files. This will give you a new option in the Express Checkout settings page that allows you to specify that you’d like to show Express Checkout in that regular payment gateway section on the checkout page. Again, though, you really don’t need the checkout page at all when working with Express Checkout.
Let me know on those questions I asked you before and I’ll certainly help you more on figuring out what’s going on there.