WP eStore has nothing to do with the Bad Behavior plugin. Bad behavior plugin blocks IPN (Instant payment notification) from PayPal. Without the payment confirmation from PayPal the eStore plugin can’t process the order and hence no email.
Why do the Bad behavior plugin blocks PayPal’s IPN? I have no idea.
Regarding the downloads on the thank you page… do you have “Auto Redirection” on in your PayPal profile? Please note that if you have auto redirection on then PayPal won’t POST the payment data back to your site and the plugin will not give out a link without payment confirmation.