When you open up the order, under the green check mark, you should see a box that says "payment method." If it has pics of credit cards, that would be an Etsy payment. As to why it is not in your shop payment account, I do not know.
You should have also received a payment email from Etsy that XYZ Company paid for their order.
Did you get an email from Etsy with that information?
I have never noticed a time delay, but I guess it could be possible.