I have been checking through my e-mails from HMRC confirming receipt of form P35 just to double check that I have not managed to miss a client. A significant number of emails have not arrived (somewhere between 10 and 20% - can't be bothered to work it out accurately!)
I spoke to the help line and they said they were "aware of this issue" and that as long as I have the correlation id within my software (I do), not to worry.
One reason why I was worried about the lack of e-mails was because one of my clients was recently penalised for not filing a VAT return on time. She did it on line, on time, (and had a copy of the page from when she did it), but did not receive the confirmation e-mail, so HMRC would not accept the appeal - so this had me worried. Incidentally, I did advise the client to appeal to the tribunal, but they did not want any publicity as they deal with the public sector and did not want any "black marks" on their file - so they preferred to pay the fine much to my despair - but there you go!