I had this issue, had to log a support case where they gave me a special “Fixed UI” version of the plugin to install. This allowed my settings in the admin console to actually apply and these notifications went away.
If you’re using Firefox, I found that Enhanced Tracking Protection blocks the javascript that allows PayPal to communicate with your WC site and complete the integration. Turning this off for PayPal allowed me to use the automatic connection setup method.
EDIT: Attempted to attach screenshots but pasting failed
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This reply was modified 1 month ago by mambojuice.