We currently do not support paths into or out of an event that comes from one of our 3rd party sources. This is because the way that we currently handle sessions across 3rd party and client-side events would result in empty paths results. We are actively looking into improving our session model to accommodate this use case.
In the meantime, you should use a defined page view or click event for your Paths query (ex. when the user clicks the purchase button or views the ‘thank you’ page).