We've all sent email which appear to have disappeared until you ask the person you sent it to to look in the spam folder and see if it's there.
I've had many a fraught conversation over this which could have been solved if there was a Spam email loop. The bones of the system must already exist the same way out of office does or the undeliverable message.
All that's needed is a message that says "your email has been marked as spam". You can then contact the person to tell them. This would also help with the Spammer problem, because they would get so many of these messages that the admin would stop their systems.
If you know of any system like this please let me know. I'd definitely use it.