Missing mail is rare indeed.
More often is misdirected mail that is delivered or returned very late.
Don't give up on it yet.
I recently had a piece of mail show up 5 months late.
Sometimes envelopes get jammed in the line. Once they are torn open, the inspector has to approve the re-packing. That can take months.
The key operators make mistakes. Did you know there is a small town in Kansas called Canada? lol
I've seen stuff returned for no good reason at all, months later. Very mysterious.
On more than one occasion I've had very late mail delivered with cash hanging out or visible in the clear re-packing used by the inspectors after the automated line has chewed up a letter.
People sometimes wrap cash up in lumps that will jam the line. Auto mail must be able to roll around a wheel 15 cm in diameter.
In Canada and USA the sender can pay for "tray sorting", which is done manually, by affixing double postage. Two stamp mail can therefore have bumps or odd shapes and weigh up to 50 grams.
The mail systems of the Western countries are incredibly reliable with England and Italy being exceptions. (The Royal Mail is fixing their problem and Italy north has always been good).
In contrast, some national postal systems are worse than a joke. In fact, one I heard recently goes like this, "How do they dispose of toxic waste in Zimbabwe?"
A: Put it in the mail.
By far and away the biggest problem I see in the mails is the dumfuk syndrome. Many people have become so stupid they can't properly address a letter anymore.