Won't reverse failed payment

On 03 October 2017 I used Paypal to purchase a product online but for some reason the transaction failed. Contacted all 3 parties involved with emails and called Absa a few times and Absa respond each time and keeps saying merchant must authorise the payment.

On Absa account it shows funds taken from my account and is sitting in uncleared section. Nothing shows up at Paypal and nothing at the merchant so how do Absa expect merchant to authorise transaction which does not show up. After calling Absa today was told to wait and see if funds gets paid back to me or gets claimed by merchant and I asked Absa to reverse payment which Absa don't want to do. Merchant and Paypal was unable to help since transaction does not show up on their side and Paypal said Absa denied transaction thus Absa must release it.

Been banking at Absa since 1994 but this is making me think of just going to new bank since it seems like I'm hitting a brick wall on this issue with Absa.