How does OTRS digest tickets? If it's POP3, then see if there's information that your mail server is getting the ticket.
Check cron jobs (daily and time scheduled).
Look at the header and see if there's an SMTP sender.
If all else fails, you may have to test for that ticket in PostMaster Filter and set it for X-OTRS-Ignore 1 or yes.
If you know generally when the ticket is created, you may be able to disable otrs cron jobs for the few minutes while you're looking at the mailbox manually.
If it's not in the mailbox, it may be "stuck" in the OTRS spool folder/directory and has permissions set that do not enable OTRS to delete the file.