Did you pay through Paypal? Or did you pay directly with your Visa?
Either way, just mark it Paid yourself on your Purchases page.
While most sellers do use PP, some do have their own credit card merchant accounts which are not connected to eBay’s system.
And sometimes stuff that should be automatic, isn’t.
As long as your seller is happy and you have received the item, there is no problem.
If your seller is asking about the payment, he may have an incorrect email address attached to his PP account. Let him know the name of the account you paid to.