<blockquote>
<p>Could you explain how can I find out they did not go into a deposit tx?</p>
</blockquote>
<p>Bring up maker and/or taker tx in a block explorer. There will always be 2 or 3 outputs for such transactions. One paying the trading fee to an arbitrator address, one transferring the trading amount (in the case of the seller) and security deposit, and possibly one transferring any change to a change address.</p>
<p>Follow the output that's transferring the trading amount / security deposit. Then follow any transaction from that address. Does it feed into a multisig deposit transaction (to a 3* BTC address and an OP_RETURN output)? If so, then everything was OK. If not, then the trade failed due to the deposit tx never being broadcast.</p>

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