Mycelium did send the 0.0021 bitcoins to the merchant but transferred the rest of my bitcoins (0.0041) to a new btc address for which I do not have the private key and which is not in my mycelium wallet: '(
I just tested this (with TestNet)... I created a "paperwallet" (using
the TestNet version of bitaddress)... then sent 0.1 tBTC to it (from Electrum)... then I selected the "Cold Storage" option from Mycelium menu, tapped "QR Code" and scanned the QRCode of the private key generated on bitaddress...
It detected the 0.1 tBTC, I setup a transaction for 0.0123456 tBTC and sent it back to a new address from my Electrum wallet... Looking at the transaction created by Mycelium, the "change" was sent back to the
original paper wallet address:
So, I'm not sure what happened in the OP's case?
Maybe just rescan the QRCode from the paper wallet and see if it finds the correct address/coins?
Mycelium says after you scan the QR Code that it is "using a private key with the following Bitcoin address:" and then lists the Legacy, Nested SegWit and Native SegWit addresses generated from that private key.