I don't know who you brokerage is, but I've had similar experiences with vanguard. I would place the order electronically and not see the order be filled even when the price apparently went below the order. This doesn't always happen when I buy a junior on the pink sheets, but when it does I usually end up calling the brokerage directly so they can contact the desk to find out what's going on. When I do this, the trade usually is placed within minutes. (even when the stock shows no trades/asks for the day)

What I've gathered from talking to the vanguard brokers is that the pink sheet stock price data and trades visible online are not always reliable/up to date. I guess it's the nature of these thinly traded stocks - so it sometimes takes a person to person phone call to get things rolling.