After registering for an event and making payment PayPal tries to redirect back to the merchant at which point there is an error - this looks like it was a know error in 5.30 and fixed for Drupal and Wordpress Joomla! 3.9.19 Stable Civicrm 5.31.0 & 5.32.2
Sorry, due to an error, we are unable to fulfil your request at the moment. You may want to contact your administrator or service provider with more details about what action you were performing when this occurred.
We can't load the requested web page. This page requires cookies to be enabled in your browser settings. Please check this setting and enable cookies (if they are not enabled). Then try again. If this error persists, contact the site administrator for assistance.
Site Administrators: This error may indicate that users are accessing this page using a domain or URL other than the configured Base URL. EXAMPLE: Base URL is http://example.org, but some users are accessing the page via http://www.example.org or a domain alias like http://myotherexample.org.
Error type: Could not find a valid session key.