Well I think the second rule is superfluous because that's what already happens with the role assignment config (I guess in the Product Settings config if I remember correctly).

The problem is that the payment gets received too early for the role assignment to be delivered to the new account (the new account does not exist yet), so Payment Received is the wrong event. The right event must be Checkout Complete because it happens at the very end of the process, so:

"On Checkout Complete, if Balance <=0 Then Order Status = Complete"

(then the Role gets assigned on Order Complete to an existing account - as set from the Product Settings config).