SMS not delivered though operator status says its delivered

A

AC Question

I am not receiving the SMS however the operator status shows as delivered. When I argue with the operator they mention that the delivery report as received is not from the operator but from the GSM handset thus it SMS should be in your handset.
But I am not able to see in my Inbox nor in Manage SIM card messages.

Can some one tell me how to find this message as this happens very frequently