This is a "IF you ever run into this" thread...
The issue I was seeing:
Message originated from SM Web Mail sending to a mailbox that is behind an EdgeWave ePrism device.
This first message delivered fine.
A Reply to that message from a client behind the EdgeWave delivered just fine.
But a Reply to that Reply (so from the SM Web Mail back to the EdgeWave) would disappear into nothingness.
This only was the case if the message chain ORIGINATED from SM Web Mail.
If the message chain originatined from behind the EdgeWave device the problem would NOT occur.
The issue here is a rule inside the EdgeWave called "Spam Rule 2239129" and it essentially checks for the presence of a Display Name in the TO address and the overall size of the message has to be over 5,120 bytes.
So sending test messages that basically go:
Never reached that 5,120 byte limit and as such were tossed by the AV/AS EW box as SPAM "feelers".
Expand the size of your test messages... all will clear up.
Hope that helps someone, I chased my tail for ages with this one.