Message Can Be Found Through Searching But Doesn't Appear Otherwise

I am currently having difficulty viewing received emails from at least one customer. In order to "fault find" the issue I have been sending test emails to the customer, and she has been responding.

If I look in my Inbox there are no response emails from the customer. When I perform a search of the Inbox no results for the customer are displayed, however if I then click on "Try searching again in All Mail Items" I get results returned. This would be normal if I was expecting an email from my customer to be in a folder other than my Inbox, however the "In Folder" column of the search results shows "Inbox".

I can double click the message and open it, I can also mark it as unread. However no matter what I do it doesn't appear in the Inbox. I have performed a repair on my OST file using Scanpst.exe - errors were detected and corrected, however the issue persists.

I am using an Office 365 account, so I also tried to find the message by logging into Outlook Web Access, the mail was also missing "online". A search of the online files didn't reveal the message either.