Inbound email not found in exchange but spam filter delivered?

A user informed me that they are missing email that a customer sent today but they never recieved.  I checked the spam filter (email gatway) from Double Check and it shows a log of the message.  It was sent to two people inside the company twice.  So, I have for entries for today.  I checked the journal mailbox that would have a copy of all mail in and out of the company.  They are not in the journal nor the user mailbox.  I checked the message cue on exchange and there is nothing pending delivery.  I checked the track messages area of exchange and can not find them.  Where else can I look to find out what happened to these emails??
-Darvin-Asked:
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btdownloads7Commented:
Did either of the 2 people receive it? Do you have an Antivirus running on the server? If so, check the logs to see if it deleted the messages. And do the users run AV? Tyr checking those logs as well.
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-Darvin-Author Commented:
Currently there is no anti-virus on the exchange server.  it is on my to-do list.  Also the client anti-virus is not watching email either.  The gateway hits it with five anti-virus engines.
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btdownloads7Commented:
OK, that's pretty weird. Did you also ckeck the "Junk E-mail" folder in Outlook of both users? It may be that they don't have the internal spam filtering disabled. Also, you never said if both users are missing the message, or just one.
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uescompCommented:
content filter could have grabbed the emails and the reason you cannot find them is due to the filter deleting the message.  In the filter there are 3 options and levels on what they do to spam mail, it will either reject, delete, etc.  I would check the levels of you content filter and have the emails sent again to test.  If this person is trusted you can always add their email address to bypass the content filter etc.  I usually only do that for trusted by domain rather than individual but it can still be done.  White-listing user email address's or domain address's as a whole might clear it up.
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-Darvin-Author Commented:
Sorry BT, yes both users have not received the message and as I said it also is not shown in the journal mailbox that gets everything in and out.  I also checked the junk email folders.

uescomp, that is all I can think of that is going on here.  The filter is telling me each email was scanned, clean, and delivered.  If it were a spam issue it would have logged it so white listing isn't going to do anything as they already went through clean.  I think I am going to have to talk to the vendor to see if they have some insight.  What does 'delivered' really mean?  

The root point of my question was more of 'What more can I do in exchange to track this message to ensure exchange received it?'  Have I done as much as I can from the exchange side??
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-Darvin-Author Commented:
Talked with the vendor and he found the messages in cue on the filter.  The error message was something to the affect of the connection to the exchange server died.  He also noticed that the message size was 13MB.  Our exchange server will not accept that email but it is odd that it did not receive it and then send out a non-deliverable as it usually does.
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btdownloads7Commented:
The only other thing I can think of is amnually looking through the logs and searhing for the message in question. The fact that both users didn't get it means that it's a server issue (obviously), and if it was deleted by the content filter, the logs is the only place that it would have registered.
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