I add Enhanced Ecommerce in my GA tracking, all steps tracking fine, except CheckOut to Transaction, two action not linked together (has checkout but shows 0%).
P.S. I user third Third-Party Payment and in my test enviroment, staging GA,two action links OK. So I think maybe I miss some GA setting?
I think what's happening here is that you have not added the third party payment gateway to your referral exclusion list. Therefore, every time a user returns to your site after paying, this is triggering a new session in GA (with a new source/medium). This is why you see 1 session with transactions but 0% funnel carry through. Try adding the domain of your payment gateway by following the instructions here.