Here's one possibility for missing messages...
Check to make sure they didn't use Block Sender. A user can hover over the To: address in webmail, click Block Sender, and all messages sent from their address get permanently deleted.
Don't ask me why this button even exists, especially on the To: field! Recently it was updated to say "You cannot block yourself." which is ridiculous. The button should be eliminated as 99% of users don't know how to use it and the 1% can create a filter manually.