I am not sure if this may be relevant, but be aware that not every buyer may actually even reach your thank-you page, regardless of whether it's our page or one on your own server. Except for PayPal Pro (which confirms payment by redirecting to the thank-you page automatically), there is no way to compel any buyer to view a thank-you page.
All other payment methods provide a return/continue link on the processor's checkout page, which the buyer must manually click to reach a thank-you page. Moreover, if the buyer's payment is not immediately completed, then that link would only bring up a generic page asking them to check their email for further info.
You can at least uncheck the "Wait for PayPal" setting in your Seller Admin > Edit Account Preferences to bypass waiting for payment confirmation and issue any download links and thank-you page links immediately for PayPal payments only.
&bunkbedking:
Make sure you do not have any Google Analytics tracking code on your thank-you page, as that conflicts with the GA tracking that is already built-into our cart service.