First of all you should check Callbacks set up :--) 

In order to do it by SALESmanago end you should follow below path:
Mobile Marketing > Integration > Select Gateway > Edit > Paste callbacks into SMSAPI Gateway > API Settings  > Address callbacks
Type Address callback - SMS reports > Paste callback specified in SM as SMS delivery
Type Address callback - SMS receiving (All) > we paste the callback given in SM as SMS reply


Let me know if that works for you!