It should be in "Waiting to Deliver" if it attempted another server and failed. It should be in there for the amount of retries you have. You mentioned you aren't seeing it? The delivery log might show something if you search for your address.

No, I never saw it there either.  It must've failed to submit to SM.  I ended up having to delete and recreate my MAPI account to get rid of the error, which is not an ideal solution either.