It's weird, or maybe I don't know very much about how it works.
Some days ago it was working fine. After installing another failed payment method, it stopped. Created a new API connection, it worked in Sandbox mode, I think, because it did authorization, not capture of the money.
But on May 21st we had a normal sale, captured. In PayPal dev site it seems like still in Sandbox, but works like live.
I'll leave it like this while receiving payments, but I feel it inconsistent. Maybe it's me, hahaha...