a lady has a receipt for an order I have not received. How can this happen?
It can't, if you can't find the order its a scam and should be reported to Etsy
Not your problem to fix.
Whatever the reason, until it shows on your end, there is no order for you to deal with.
Mistake or scam. If she showed you a receipt, and it's not an order that is processing, it's probably a scam.