A reply to an email or SMS may show in the All School Communications log but not on the person's profile if the email address or mobile number is linked to multiple profiles. In the All School Communications log, the message will show, for example, the mobile number but not the person who sent it because the system can't figure out which person the message came from.
To make sure a number is only linked to one account for future messages, change the number on one account from the Contact Details section of their profile.
To have this SMS be linked to the right user's account, click to open the message. Click Actions on the right then Manage communication tags.
Select the person's name in the Tag Inbound message to drop-down box, and tick the Shared box, then click the green button.