You can use the following website to check all the transactions and Stellar accounts: https://stellar.expert/
Enter your Stellar address in the search box and you will be able to see the list of the successful transactions on the Stellar Network associated with your account.
If you can find the unreceived transaction in this list, then LOBSTR wallet submitted the transaction as expected.
In this case, you need to contact your exchange service and provide them with the link to the StellarExpert and transaction memo info.
If you submitted a transaction to the destination wallet that requires a memo to be specified and forgot to add a memo, your money will not be returned to the LOBSTR wallet automatically.
Destination wallet will receive your money, but you will need to reach out to the customer support of destination exchange/service and let them know that you forgot to add a memo. The customer support of the exchange should handle the issue and credit the deposit correctly.
Also, please pay attention, that sometimes it can take time to process your transaction on the exchange service side.