Hey @mman,
Unfortunately, the Stripe Payment Gateway plugin does not support all payment methods available in Stripe. Currently, the plugin supports credit cards, SEPA Direct Debit, and others. However, Klarna and PayPal are not included in the supported methods. All the supported payment methods list can be found here: https://woo.com/document/stripe/#additional-payment-methods
Additionally, please note that Stripe Link is available to US merchants only. If you are a US merchant and want to use it on your website, make sure you have followed this detailed guide to enable it: https://woo.com/document/stripe/#stripe-link.
Alternatively, if you want to use these payment methods, you may use WooPayments, which supports Klarna, Link by Stripe and many more: https://woo.com/document/woopayments/payment-methods/additional-payment-methods/
By the way, please note that PayPal is not supported by the WooPayments either. But you may use the WooCommerce PayPal Payments plugin to accept payment via PayPal.
I hope this clarifies the issue for you. If you have any other questions, please don’t hesitate to ask.