I could give two possible reasons but it will be conjecture only.
If that is an offsite gateway perhaps they did not correctly redirect back to shopify once the payment was captured. Shopify wouldn't know if the payment was captured or not if that doesn't happen so would remain in an abandoned state.
perhaps the customer closed the tab/window after the gateway captured the funds but before the redirction happened.
This sounds like something you'd need to talk to the support team on as non staff forum members don't have that kind of visilbility into things behind the scenes.
I jump on these forums to help and share some insights. Not looking to be hired, and not looking for work.
Don't hand out staff invites or give admin password to forum members unless absolutely needed. In most cases the help you need can be handled without that.