Glad you got it sorted out, Max.
The fact that you were able to receive the items you purchased once you connected your Kindle via WiFi makes me suspect that, when you bought those items, you didn't change the "Deliver to" setting to specify that you wanted the items delivered to a computer (to then transfer them to your Kindle via USB). Reading back through your posts, it's not clear if you did that, or if you simply purchased the items and left the "Deliver To" setting specifying your Kindle?
It's possible you haven't noticed the "Deliver To" drop down - lots of people miss it at first (including me!).
In case that's what happened here, I've attached a small screen shot showing the "Deliver To" drop down - just below the One-Click purchase button on an ebook's listing page.