Spaz lost my last couple of tweets!
The vast majority of the time, problems with certain messages getting "dropped" are because of Twitter API issues, not Spaz. The API and Twitter web site operate somewhat independently, so it's possible for entries to show up on the web client, but not in desktop clients. Spaz can only show what the Twitter API gives it.
If you are very convinced that this is a problem specific to Spaz – that is, it doesn't show up in any other desktop clients – you should file a proper bug report in our issue tracker.