Recover Mailbox from exchange

There is a user that claims they have a missing .pst file. I cannot find any .pst files on the hard drive except a like 265k .pst. There is really nothing in it. They said none of the mail in their Outlook box on the server has this info in it. Is there a way to recover 1 mailbox from the Exchange Server or what else can be done to locate the mail. Would the .ost give more info?
 
Name changed on some version of Exchange - - look for OST on the users system AND the Exchange server
 
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