Need opinion on what to check

I have a question that will really show my ignorance, but maybe some kind soul will pity me and answer it:

If we have a mail server sending out our newletters (not spam, but stuff that is wanted and paid for) and the newsletters are received by all but one client company (who desperately wants them) --what do you think if the best sequence of things to check to find the problem?
(Using SPF)

Thanks!

Is it any email address on their domain or just one email address?

Do they have any spam filters or such setup that may be blocking your emails?

Have they checked their Junk / Spam folder?