I have a site where users will follow this path (hopefully):

mysite.com/entity
mysite.com/entity/pay
mysite.com/entity/pay/details
mysite.com/entity/pay/confirmation
mysite.com/entity/pay/payment
mysite.com/entity/paymentsuccessful?lotsofuniquestuff

The entity section could be any one of a multitude of entries, but once the user is on a journey it will stay consistent.

I have a goal set up for this as a regular expression, with the match being .*PaymentSuccessful.*. This detects goal successes perfectly (as checked with data stored by the site directly).

I have set the following steps within the goal:

/[a-zA-Z0-9]+/pay
/[a-zA-Z0-9]+/pay/details
/[a-zA-Z0-9]+/pay/confirmation
/[a-zA-Z0-9]+/pay/payment

My funnel detects entry into the funnel (e.g. 47 users) of which say 10 complete the funnel.

However, all drop offs are after the first step, even though the exist page is listed as the second step! My data also suggests users are getting further in the funnel before failing to reach the goal.

What have I done wrong?