Step 1: Go to Anti-Spam | Status | Monitoring Status.
Ensure all three Monitored Servers appear as Operational.

Step 2: Enable Level 2 Logging in order for the UTM to list the full SMTP session, as it will be crucial in analyzing the traffic.
Anti-Spam | Advanced | Advanced Settings | Other Settings | Log level: Level 2.

Note the following:
This will allow for easier location of the email within the Log.