Are you using 1.2.9 and NDC? If so you might want to check my thread about Missing LoggingEvents in the RemotingAppender.
If not, then I'm not sure if I can help, but what I did (may or may not be recommended) is add a Console.WriteLine (though you should probably use a Trace.WriteLine with a TextWriterTraceListener) in the affected Appender's SendBuffer() (if a BufferingAppender) or Append (if it inherits directly from AppenderSkeleton) to write out the loggingEvent.RenderedMessage. This way you know for sure that it's actually recieving the events. Not sure how that bit of info might help, but maybe it's something. Good Luck!
