Good morning, @newcadia02.
How are you doing today? I hope your day is going great so far.
When you bring transactions in via PayPal, you will import every PayPal transaction, including those that haven't been processed through Shopify. However, using the Shopify Connector will handle the syncing (connecting them to your sales) of sales data from Shopify (including PayPal transactions) into QuickBooks.
The decision is ultimately yours and your business's. For more information about each connector app, please review the guides I'm including below.
Let us know if you have any additional questions or concerns. We are always around to lend a hand. Have a good one!