Check in /var/spool/exim/input - anything with a -D is the detail of the message that's spooled, and -H is the header (where you can see the person to whom the mail is supposed to be delivered). You can also watch the exim log roll live:
tail /var/log/exim_mainlog -f
And force exim to go through the queue to attempt delivery:
Exim will process all the items in the spooler, and you can watch for errors on delivery to the account you're concerned about. If there's nothing in the spooler for that person, there won't be anything in the logs, of course.
There are a couple of reasons for no bounce:
1. The user actually had the mail delivered, but not to the mailbox to which they thought it would be delivered.
2. The user has some filtering set up that blackholed the mail upon arrival, which negates both delivery and bounce.
3. The bounce was sent, but never made it to the original sender due to any one of a variety of reasons (bad sender address, bad headers, filtering at the sender's end, filtering at the provider's end, etc.).
Ideally, what we'd do in this situation is try to send the user some mail while watching the mail log roll by to see what happens. Sometimes a fresh test is more productive.