Are there multiple Nodes listed in the DataDirectory?
Are you checking the correct one?
If you open up a telnet session with putty (logging output to text file) and connect to port 1752 on the controller, do you see data for the days MiCC lists no data in the data directory?
If nothing in the putty log, it will be as issue controller side. If there is, it is MiCC side, firewall between MiVB and MiCC perhaps?