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How come the payment status didn't change for my order when the transaction was under review?
PayPal didn't notify eBay seller that a transaction was under review
Unfortunately PayPal does not notify eBay through the API when a payment is placed on hold or is under "review" when the case is filed through PayPal support (over the phone or email). This will not update the payment status in an eBay API call for the transaction (for example GetOrders). After the case is reviewed and closed, that is when PayPal will send out a notification, and that is when you finally will see that reflected in your API call (GetOrders or etc).
For a workaround, PayPal suggests using their API call, GetTransactionsDetails, https://cms.paypal.com/us/cgi-bin/?cmd=_render-content&content_ID=developer/e_howto_api_soap_r_GetTransactionDetails. This call will be more up to date than eBay's API calls, and you can look at the IPN and it will show a hold status.