Thanks for the suggestions.
I tried both of those, but what I wound up using was:
src ->o dest: Message
I decided the open circle looked like the message didn't quite hit its target, but I could still see what the intended destination was. Using the "Lost" boundary or sending a message to the side of the page made it more visually obvious that the message was not received, but completely lost indication of the destination, which was important for my diagram.