Are links built properly?
Does page you link to have proper pixel?
Yes Direct Track, MyAP, CJ, Google analytics and every other lead tracking firm misses clicks, lots of them. Thats why we always host the conversion page on our own website for anything other than a test. Then we know and can prove we did the conversion. Unfortunately that is not possible for most affiliates.
The way affiliate stuff is tracked now is going to cost you 20-30% of all your conversions for any number of reasons.