Paid Memberships Pro Check Out

You’ll need to find the original string in the plugin or theme code. You can check the FAQ (https://www.ads-software.com/plugins/say-what/faq/) or this article (https://plugins.leewillis.co.uk/doc_post/replacing-wordpress-strings-context/) for some examples of what you’re looking for.

Alternatively, the Pro version of the plugin provides a String Discovery mode which means you can search for strings on your site via autocomplete suggestions.
https://plugins.leewillis.co.uk/downloads/say-what-pro/

We found the original string using Loco e.g our first label was simply “Membership Level” and the text domain, presumably, “paid membership pro”. But no joy.

You’d need to ensure that you had both the original string and the text domain exactly as they appear. I’d be surprised if the text domain was actually ‘paid membership pro’. The articles I linked to show you what you’re looking for. As per the sticky post, we can’t offer support for finding original strings or the settings you need to enter to translate a specific piece of text in a plugin or theme you’re using.