There is no record of your message in Office 365. Check the email addresses, subject line, and date, and run the checks again. ...

There is no record of your message in Office 365. Check the email addresses, subject line, and date, and run the checks again.
If that doesn't work, contact the sender and ask if they received an email that indicates why the message wasn't delivered (non-delivery report). The problem seems to be happening before the message comes to the Office 365 mail servers.

Note, if the sender is trying to send messages through a multifunction printer or line-of-business application, the following article guides you through the process for doing that.
How to set up a multifunction device or application to send email using Office 365