Have they tried changing zone/relogging to see if the mail appears after that, there is a delay on mails appearing if you've recently checked the in box.

If the above is not the case you can submit a ticket via the in game help (I assume there is one on XB version) or using the link below and clicking additional support options, here you can submit a ticket right to the support team.

https://help.elderscrollsonline.com/app/home