I have now discovered that even for a sale one must execute a transaction to finish off and transfer the funds within paypal.
My question is how long after an order goes through must it be executed (my figures below probably answer this) but can this execution time be restarted if you've gone over it? An order went through earlier today (< 6 hours ago) which I was able to execute but a few that went through 4 days ago I can't (I get a 404 error on the payment). In other words can you re-activate an unexecuted order?
For anyone else who finds this - currently the documentation isn't clear but you have ** 3 hours ** after a sale is completed/approved to execute it. After this time it will become inaccessible (you will get 404 errors in your paypal logs).