diff --git a/changelog.d/9959.misc b/changelog.d/9959.misc
new file mode 100644
index 000000000000..7231f29d79aa
--- /dev/null
+++ b/changelog.d/9959.misc
@@ -0,0 +1 @@
+Add debug logging for lost/delayed to-device messages.
diff --git a/synapse/federation/sender/per_destination_queue.py b/synapse/federation/sender/per_destination_queue.py
index 3b053ebcfb08..3a2efd56eea9 100644
--- a/synapse/federation/sender/per_destination_queue.py
+++ b/synapse/federation/sender/per_destination_queue.py
@@ -28,6 +28,7 @@
 from synapse.events import EventBase
 from synapse.federation.units import Edu
 from synapse.handlers.presence import format_user_presence_state
+from synapse.logging import issue9533_logger
 from synapse.logging.opentracing import SynapseTags, set_tag
 from synapse.metrics import sent_transactions_counter
 from synapse.metrics.background_process_metrics import run_as_background_process
@@ -574,6 +575,14 @@ async def _get_to_device_message_edus(self, limit: int) -> Tuple[List[Edu], int]
             for content in contents
         ]
 
+        if edus:
+            issue9533_logger.debug(
+                "Sending %i to-device messages to %s, up to stream id %i",
+                len(edus),
+                self._destination,
+                stream_id,
+            )
+
         return (edus, stream_id)
 
     def _start_catching_up(self) -> None:
diff --git a/synapse/logging/__init__.py b/synapse/logging/__init__.py
index e00969f8b18c..b50a4f95eb3a 100644
--- a/synapse/logging/__init__.py
+++ b/synapse/logging/__init__.py
@@ -12,8 +12,13 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-# These are imported to allow for nicer logging configuration files.
+import logging
+
 from synapse.logging._remote import RemoteHandler
 from synapse.logging._terse_json import JsonFormatter, TerseJsonFormatter
 
+# These are imported to allow for nicer logging configuration files.
 __all__ = ["RemoteHandler", "JsonFormatter", "TerseJsonFormatter"]
+
+# Debug logger for https://github.com/matrix-org/synapse/issues/9533 etc
+issue9533_logger = logging.getLogger("synapse.9533_debug")
diff --git a/synapse/notifier.py b/synapse/notifier.py
index b9531007e27c..24b4e6649f18 100644
--- a/synapse/notifier.py
+++ b/synapse/notifier.py
@@ -38,6 +38,7 @@
 from synapse.api.errors import AuthError
 from synapse.events import EventBase
 from synapse.handlers.presence import format_user_presence_state
+from synapse.logging import issue9533_logger
 from synapse.logging.context import PreserveLoggingContext
 from synapse.logging.opentracing import log_kv, start_active_span
 from synapse.logging.utils import log_function
@@ -426,6 +427,13 @@ def on_new_event(
             for room in rooms:
                 user_streams |= self.room_to_user_streams.get(room, set())
 
+            if stream_key == "to_device_key":
+                issue9533_logger.debug(
+                    "to-device messages stream id %s, awaking streams for %s",
+                    new_token,
+                    users,
+                )
+
             time_now_ms = self.clock.time_msec()
             for user_stream in user_streams:
                 try:
diff --git a/synapse/replication/tcp/client.py b/synapse/replication/tcp/client.py
index 4f3c6a18b6cf..62d780917500 100644
--- a/synapse/replication/tcp/client.py
+++ b/synapse/replication/tcp/client.py
@@ -51,7 +51,6 @@
 
 logger = logging.getLogger(__name__)
 
-
 # How long we allow callers to wait for replication updates before timing out.
 _WAIT_FOR_REPLICATION_TIMEOUT_SECONDS = 30
 
diff --git a/synapse/storage/databases/main/deviceinbox.py b/synapse/storage/databases/main/deviceinbox.py
index 7c9d1f744eaf..50e7ddd7355b 100644
--- a/synapse/storage/databases/main/deviceinbox.py
+++ b/synapse/storage/databases/main/deviceinbox.py
@@ -15,6 +15,7 @@
 import logging
 from typing import List, Optional, Tuple
 
+from synapse.logging import issue9533_logger
 from synapse.logging.opentracing import log_kv, set_tag, trace
 from synapse.replication.tcp.streams import ToDeviceStream
 from synapse.storage._base import SQLBaseStore, db_to_json
@@ -404,6 +405,13 @@ def add_messages_txn(txn, now_ms, stream_id):
                 ],
             )
 
+            if remote_messages_by_destination:
+                issue9533_logger.debug(
+                    "Queued outgoing to-device messages with stream_id %i for %s",
+                    stream_id,
+                    list(remote_messages_by_destination.keys()),
+                )
+
         async with self._device_inbox_id_gen.get_next() as stream_id:
             now_ms = self.clock.time_msec()
             await self.db_pool.runInteraction(
@@ -533,6 +541,16 @@ def _add_messages_to_local_device_inbox_txn(
             ],
         )
 
+        issue9533_logger.debug(
+            "Stored to-device messages with stream_id %i for %s",
+            stream_id,
+            [
+                (user_id, device_id)
+                for (user_id, messages_by_device) in local_by_user_then_device.items()
+                for device_id in messages_by_device.keys()
+            ],
+        )
+
 
 class DeviceInboxBackgroundUpdateStore(SQLBaseStore):
     DEVICE_INBOX_STREAM_ID = "device_inbox_stream_drop"