This happened to me a long time ago. Bought a stack of something, and it never showed up in game, even though it was in my AH purchase log. I think what happened is that I switched zone as the popup confirmation showed, and the zone change removed the popup, thus no yoga frog.
my friend has this problem yesterday. the frog hadn't shown up, her mailbox was empty, and it had been about twenty minutes since she'd purchased the item. after stressing for many more minutes about her lost auction item, she found the frog hidden behind a pillar. so make sure you're in an open area when the frog's due to come ;)