I had some issues with chests lately;
first I would like to point that chests appear in the visited city, not ours
second, the popup message really flashes, and may become invisible if there is some lag at the wrong moment;
third, chests appear in really remote area of a city map, in places where no building can be buillt; one must really scroll to the edges of the displayable area and move all around the city to be able to find the chest (which is really small, but light blue, if this may help)
last but not least, you must wait for the entire visited city to be displayed for the chest to become visible : it may happen when you visit a large city that it takes time to display all buildings; the chest is just another item near this city, so if some buildings do not appear yet, the chest may not appear either (technically, its sprite is not yet loaded)