For the past 2 weeks I have been battling with the PayPal sandbox, testing chained payments and almost gave up. However I must say that the support over at x.com is the best and instantaneous.
My tip for the day: When setting up a test email account in Sandbox do not let PayPal's sandbox pre-configure it for you, create your own custom test email account.
Best practice is the use a Gmail or Yahoo address to set up this test account. It's more effort but well worth it otherwise things are just not going to work. Even the support person at PayPal admitted to me that the Sandbox sometimes frustrates them, so don't feel stupid when you battle with it.
Another important note is that one has to be logged into your Sandbox account in a second tab in the same browser when you test your payment flow.
I hope these tips could prevent someone else from pulling their hair like I did - I'm almost bold now