I want to write:
Please ignore the message stating—noun form of not received—of the mail.
What is a single word for the noun form of "not received"?
"Non-delivery" means that the item wasn't delivered.
Nonreceipt means that it wasn't received, which seems to be what the question wants.
I was surprised to find the word unhyphenated, but here it is in Collins Dictionary:
nonreceipt (ˌnɒnrɪˈsiːt) Definitions noun formal) failure to receive something ⇒ "This can prove quite helpful in settling disputes with firms that claim nonreceipt of payment."