Check you mail rules are in place set to All document…. This has to be inplace for all servers Journalling to this location.
This is from help :-
<b>Specifying messages to journal</b>
After you enable journaling, set mail rules on the Configuration Settings document to specify which messages to journal.
If you specify All documents and a message is returned as undeliverable, IBM® Lotus® Domino® journals the delivery failure report as well as the original message.
When Domino journals a message, it sets a journal flag on the message before transferring it to the next server on the route. This ensures that servers later in the routing path do not journal the message again. When the Router on the destination mail server delivers the message to the user’s mail file it removes the journal flag so to that the user remains unaware that the message has been journaled.