This happened in the backup all databases backup. One of the databases had a very big table and produced this error:
mysqldump: Error 1317: Query execution was interrupted when dumping table
free_testresult at row: 12198540
All database backups after that where 132 bytes, they where there, sort-off, a file with the database name was there, but the data was not backuped. I was able to fix the backup by enabling the option "Dump rows one at a time?". I know this error is the result of big tables, but that is not the point.
The point is that i configured the backup to mail only on failure and i didn't get an email.