A customer says checkout showed "We could not load the payment window". What does that mean?

Checkout shows that message when the Razorpay payment window, which normally opens on top of your checkout, can't load, usually because of a weak connection or a browser extension that blocks it.

No money was taken. The order was already created and stays in Orders → Manage Orders as Pending, and the customer's cart is not emptied.

Ask the customer to check their connection, or try another browser, and place the order again. Trying again creates a new order, so open the old Pending one, set the status to Cancelled, pick Payment declined as the reason and click Update Status.