Detecting and characterising exoworlds around very young stars (age$<$10Myr)arekeyaspectsofexoplanetdemographicstudies,especiallyforunderstandingthemechanismsandtimescalesofplanetformationandmigration.However,detectionusingtheradialvelocitymethodalonecanbeverychallenging,sincetheamplitudeofthesignalsduetomagneticactivityofsuchstarscanbeordersofmagnitudelargerthanthoseinducedevenbymassiveplanets.Weobservedtheveryyoung($\sim$2Myr)andveryactivestarV830TauwiththeHARPS-NspectrographtoindependentlyconfirmandcharacterisethepreviouslyreportedhotJupiterV830Taub($K_{\rm b}=68\pm11$ m/s; $mbsinib=0.57\pm 0.10$ $Mjup$; $Pb=4.927\pm 0.008$ d). Due to the observed $\sim$1 km/s radial velocity scatter clearly attributable to V830 Tau's magnetic activity, we analysed radial velocities extracted with different pipelines and modelled them using several state-of-the-art tools. We devised injection-recovery simulations to support our results and characterise our detection limits. The analysis of the radial velocities was aided by using simultaneous photometric and spectroscopic diagnostics. Despite the high quality of our HARPS-N data and the diversity of tests we performed, we could not detect the planet V830 Tau b in our data and confirm its existence. Our simulations show that a statistically-significant detection of the claimed planetary Doppler signal is very challenging. Much as it is important to continue Doppler searches for planets around young stars, utmost care must be taken in the attempt to overcome the technical difficulties to be faced in order to achieve their detection and characterisation. This point must be kept in mind when assessing their occurrence rate, formation mechanisms and migration pathways, especially without evidence of their existence from photometric transits.