I suggest monitoring maillog when you send a mail message to see what is happening. You should be able to see if the server is actually forwarding you mail or not. If it is, then the problem is somewhere else (perhaps your ISP ?).
I have also read somewhere that the qmail default is to hold and retry send mail if it does not go for some reason for up to 30 days before giving up and sending you a failure message. Maybe your "missing" mail could be there too.
Kelvin