I think I've seen this before in the forums, but not in a while.
I have MP on multisite and one of my sellers had a problem with an order recently which didn't show up in her dashboard. The interesting part is that it was successfully processed via PayPal (I even received my cut of the chained payment). The details for the order within PayPal even includes the unique order number that is assigned by MP. The order itself doesn't appear in the dashboard at all. I checked the database as well, just to be sure, and there is no record of it in the database either - not even a messed up one.
It appears that it simply wasn't written to the database (but then, where did the order number come from? The PayPal transaction?). Is the order only written to the database after the transaction? Any idea what could have occurred to prevent it from being written?
To add to the mystery, a different customer made the same order (same product) the next day and everything went smoothly; the order was properly recorded. We just have the one that vanished into thin air.