I've got an SMTP server running on IIS Windows Server 2003 that sends mail out via another relay - sometimes that mail doesn't arrive.
Where can I find out why mail isn't sent past the relay?
"Past the relay" is not possible. Your IIS should confirm successful delivery to the relay or give an error on unsuccessful delivery. It is a bad idea to ignore the return code of this delivery.
Everything else behind the relay is out of your responsibility and out of your scope. It cannot be traced without the help of the admins of the relay and the help of the admin of the servers behind that relay.
To make sure you get informed by servers behind the relay when they are unable to deliver a mail you must ensure that the