If what you're saying is true then this can't be an issue for RIM. If you are tracking the etp.dat message and you know it's hitting the Exchange Server but the user never sees it then the BES has no involvement and the device is working fine.
Have you tried activating to a hotmail/yahoo/Gmail account?
See if the message appears there. If so, it's an issue with your environment and you need to contact Trend and/or Microsoft. If not, then contact RIM.
Sounds strange if you can track the message to Exchange but not see it.