Puzzling DNA results

[Mary from Italy]

I have a couple of lines where DNA results have thrown up enormous problems.
This is the first one.

I have a female cousin (F), who is my 3rd cousin on paper. Her great-grandfather Thomas Mallet was the brother of my great-grandmother Caroline Matilda Mallet. We have a 16 cM match on MyHeritage. That was a bit smaller than I expected, but I realise DNA is variable.

I also have a male cousin (M), who on paper is the 4th cousin once removed of both me and F. His 2xG-grandfather Henry Mallet was the brother of John Mallet, Thomas and Caroline's grandfather.

M recently tested with MyHeritage, and the results were a bit of a blow. He has a 40 cM match with F, but no match with me!

This is the branch of my tree that I knew most about when I started: I have the family bible, with names and dates.

Before I post the full details, which are quite complicated, I wonder if anyone can answer what is probably a silly question.

I tested with Ancestry, and then uploaded my results to MyHeritage, whereas F and M tested directly with MyHeritage.

Could this have made a difference to the results?

I've noticed that MyH tends to give larger cM numbers than Ancestry for the same test, but I wouldn't have thought that testing with two different sites would cause an entirely false negative result.