I've had this happen although it's very rare. That doesn't neglect the fact it's annoying and makes me question its overall reliability (which seems to be very high).
Thankfully it's only been with my girlfriend. The messages I send that don't go through will even show up on all my devices (iPhone, iMac, and iPad) giving the impression it definitely went through. Then she'll send me a screen shot of what she actually got. It's happened the other way too.
But like I said it seems to be very rare. I'll notice because of a disconnect in the conversation. Like out of no where "mine is going good though" or something.