I noticed today that a message response I sent to a buyer never appeared in my eBay Sent Messages (I do tick the box to copy the messages to myself as well, and I did receive it). I have no idea if the buyer did or not, but I sent a second one just to be sure and that one did register in my sent messages.
If anyone has to deal with something where the paper trail could be important, it might be worth your while to make sure the correspondance does indeed show in the messages or it might not be visible to eBay.
devon@ebay