Dear Nish,
Are you sure while sending the SMS you have entered the number in the correct international format that is “+” and (Country code) and (MSISDN) or “00” and (country code) and (MSISDN) because it can cause the problem and while replying the message handset already have the number format intact from previous message so it can cause the problem and can you try one or more time because there is no tracking system maintained during the SMS transmission and SMS failure can be due to multiple reason so please try more than 5 times to come to any conclusion.