I think the order status must be "Processing" or otherwise it may be cancelled.
There are some glitches with the site, for example I made an Tyrion order, proceeded with the paypal payment and received a "thank you for buying with us" e-mail but no funds were withdrawn from me, so I repeated the process and everything was ok now.
A different one happened with a Ned order, funds were taken from my account but for days the order status was still "waiting for payment" so I sent them an e-mail and they confirmed the order and changed the status to "Processing".