If you can't find a transaction on your Purchases page, it's possible that you made the purchase using another Etsy account under a different email address.
To sign in to another account, first take note of which one you're currently using by going to You > Account settings. Scroll down to see which email address is associated with this account.
Next, sign out by clicking You > Sign out.
Click the Sign in link and try signing back in with one of your other email addresses.
If you need to reset your password, you can do that here. If you don't have an Etsy account associated with that email address, you'll see an error message.
Once signed in, you can see if this is the account you used to make a purchase by going to You > Purchases and reviews.