So I recently discovered (the hard way) that if you set up a group on Google Apps to receive and distribute emails from Paypal (like if you want to have firstname.lastname@example.org for instance), this will not work. In fact, the email never gets delivered to the destination and just disappears into the ether. After a call with Paypal and a post on a Google Apps support forum, I’ve set up DKIM and it worked.
This, given that Google and Paypal compete, is super-shady. Why didn’t it get delivered into my spam mailbox at least? Google, very disappointed in you.