There are following reasons that order may not fetch from Newegg to Magento:
1.Stock Qty < = 0
2.Product is disabled.
3.Product is out of stock.
4.Newegg Ordered item qty > Magento Order Item qty.
5.Product Sku is not present in magento.
Customer can get failed orders and reason from Newegg> Newegg Orders > Newegg failed Orders