Unknown class / zero charge

I've received an order from abroad, paid by PayPal Express that's got a shipping class of "unknown" & a zero delivery charge. The order weight is greater than any services that we offer on the site. Our shipping is on zone/class, with "do not allow" set if shipping band not defined. I don't think it's relevant, but the available shipping options are all set to "Don't allow excess".

I would have though that a "please contact, blah blah" error would have been displayed to the customer due to the "do not allow" setting, but it seems they were able to surf on through & complete the order without a delivery fee - I'm assuming that this may have something to do with PP Express, but not entirely certain.

Any advice appreciated.