I don't understand why you'd ask for proof of delivery yet not as for proof that said email was read by the intended recipient.
I recently had an issue with missing payslips, somehow the mail system my Internet provider uses had automatically created a folder to store said emails in so they were no longer in my in box which is what I had my email client looking at and not the additional folder, I got my company to get pay roll to add delivery and read receipt option and they confirmed they were being received but that I hadn't read them. I did get to the bottom of it thankfully.
Your email handling may have some filtering option that may have caught out that sender.
Check that there are no filters active on the recipients account, I take it you don't have any it support locally?
