Normally when a message is configured for delivery delay, there are two options that must be correctly filled.

1. Do not Deliver this message before..Date/Time.
2. Save a copy must be checked for a copy of this message to be saved.

Testing: using exchange 2007, a message was composed to an out of network account. the Date and time where set for about 30m after testing started with Save a Copy selected.

The Message remained in the Outbox until the designated time was at hand then the message was sent. A copy resided in the sent items folder.

When the Save a copy was not selected no message remained in the Sent items folder, and could not locate this in the search.

Check to see if the message is in your Deleted items folder or see if you can recover it using this info:

http://office.microsoft.com/en-us/ou...010183568.aspx

Best Regards,