That window between the last two steps is a killer. PayPal Checkout supports iDeal, and I get complaints about how PayPal took their money, but their account (on my system) was never setup...because I never got the money/notification from PayPal! It drives me nuts.
PayPal seems to refund them after a certain period of time automatically, but it takes a while. Naturally, the customer is anxious and mad at me, and not likely to risk checking out again.