You need to check both your SMTP and DELIVERY logs.
Both your SMTP and DELIVERY LOGS will need to be set to DETAILED.
They are probably being received to your SmarterMail server, via SMTP, and then, as they are further vetted by the antispam, being REJECTED there and deleted.
Phone: (224) 444-0169
E-Mail and DNS Security Specialist
Network Security Specialist
Customer Service Portal: https://portal.chicagonettech.com
Security Blog: http://networkbastion.blogspot.com/
Web and E-Mail Hosting, E-Mail Security and Consulting