Connection Failure with Paypal

Hi,
I try to connect EDD with Paypal in testmode with my developer sandbox account. From Paypal’s side it seems ok and I get a success notification. But after returning to the store, I still get the connection failure announcement.

The site is still in stage mode as we first have to fix the payment issue. But if you need, I can send you a user login.

Thanks for your help.
Manja