I'm taking a stab in the dark here, but bear with me.
Assuming you have two zones on the server, zone1 and zone2
On the client, when connected to the server, you should see both of those zones individually under playing now. if you have zone2 selected (intentionally or not) when you select media to play, it will obviously play on zone2, and if you look at zone1, you won't see anything in playing now, since it's playing on zone2.
Now, if, on the client, you have zone1 AND zone2 mapped to your local speakers, you will hear your media playing on either zone from those same speakers. This means that you could have zone2 playing media on your speakers, when you intended to use zone1 to playback the media, but perhaps you were mistakenly on zone2 when you initiated the playback.
A quick check of this would be to look at both zone's playing now, and see if one of them shows the thumbs you're currently missing there.
if this isn't the issue, sorry, I'm at a loss to explain it