I too was having this issue when I implemented multiple languages on my site.
In my case my webserver redirected incoming trafic to a language specific URL
(e.g. calls to mysite.dk/?wc-api=WC_QuickPay could be redirected to mysite.dk/de/?wc-api=WC_QuickPay).
So the callback arrived on my server, but ended up where the API was not listening..
This triggered the behaviour you describe with transaction status from Quickpay missing on the woocommerce order overview.
Maybe this info is helpful.
