I'm running a client site on PS 1.5.6.2 and the site has been up for around 5 months, the site get's around 20 - 30 orders per day and the other day a customer placed an order and made payment however there is no record of his order or payment in the back office > Orders.
The only record of the payment and transaction is on SagePay.
Any reason why this would happen? I've never come across this before.