Have you checked the profile for both the delegate and the employee who is granted permission to perform the tasks?
As an Administrator, you can view the employee's profile who needs the expense delegate. Check the Expense Delegate link in the Expense Settings of the profile. There should be 2 tabs; Delegate for and Delegates. The permission should be in the Delegate tab.
If the above is set up correctly, check the knowledge base for a similar issue or open a support case. .
I hope this helps.
@ConcurManager are the transactions in question from a corporate credit card or from a personal card? If from a personal card, delegates will not be able to see these transactions. This is by design.