Let me help share a few things which are possible reasons why you're unable to find a payment transaction from your customer in banking.
To start with, the payment solutions you used to accept the payment from your customer may have encounter issues while processing it. I'd recommend contacting their technical support so one of their specialists can help you trace and identify the status of the payment transaction.
Meanwhile, transactions downloaded in banking is based on the data shared by your bank. With this, I'd also recommend contacting your financial institution so one of their live support can help you find the payment transaction which seems to be missing.