Any file shared in a group/private conversation not occurring in a channel does not appear under the Files tab. The files tab does have previously shared files listed but no longer updates. The files shared do appear to be uploading into OneDrive under the Microsoft Teams Chat Files folder, but again never appears under the Files tab.
Is there any way to force the Files tab lists to refresh for private conversations? This does not appear to affect channel communications.
Are you sure you just haven't shared with that particular person? Each chat, and each group chat will have it's own "View" of filter for files shared with that particular chat, they aren't shared across the entire chat ecosystem. Otherwise it could be a bug I suppose, have you tried attaching a file with someone and it won't show up? As Adam said try in web client, and then report it if not.
The best way to get to files shared with you from individuals if you can't find them in Teams is by going to OneDrive and clicking on the "Shared" tab on left, and you can see what's been shared with you or by you to easily find content shared.