In order to get Paypal Express working please address following configuration issues: 

  • Make sure that billing fields are set to be shared with all payment methods from store > configuration > sales > checkout > Display Billing Address On = On Payment page. Note that this is a Magento 2 setting not OneStepCheckout setting
  • Set "Enable In-Context Checkout Experience" to "No" from Stores > Configuration > Sales > Payment Methods > PayPal Express Checkout configuration. 
  • Add "paypal_express" to payment methods list of methods that can't be saved over ajax requests. This can be done from Stores > Configuration > Sales > OneStepCheckout > Payment method defaults > Skip method save on ajax update.This feature is available from OneStepCheckout 1.2.040 (if you don't have that , upgrade)