I've had 2 disposable addresses created in the past week, and for each address I did not receive the first email. One of the addresses has only sent one email, which I did not receive, and the only reason I noticed it is because I see that the account was created and it says that 1 email has been sent. The other address has forwarded 2 subsequent emails, but the first email was never received.
I haven't checked to see if this has happened to any other address. I mainly noticed these because they were online purchases and I'm trying to sort out some order issues. Of course, not having the emails is not helping my cause. But that's the stuff that keeps life interesting, I guess.