As far as I know there is no such option directly in Shopify. If you are open to an app suggestion, then Exporteo could help. You can set it up to send you invoices in PDF as soon as an order is created or paid. I'm the developer of Exporteo. Let me know if you need any help with the app setup.
This is an accepted solution.
This was due to a bug I accidentally introduced a few hours earlier today. I've already fixed the bug and rescheduled missed orders. You set up everything correctly. You should now get the emails. I'm sorry for the inconvenience.
I just checked that the export for your shop is based on orders/paid event. Nevertheless, I can see that some orders have been processed when the financial status was authorized instead of paid. It looks like Shopify fires the order/paid event already for authorized transactions. Let's switch to DM to figure out what would be the best way to solve this issue.