Why does my SplitDotPlotGG plot show differential expression of a gene but Seurat::FindMarkers() function does not return it?
You're showing groups 1 and 2 in the plot but comparing groups 0 and 1 in the differential expression test, so you need to instead set ident.1 = 1, ident.2 = 2 in FindMarkers.

The FindMarkers function by default only returns genes with >0.25 log fold-change expression, with >3 cells in each group. It's possible that these criteria are not being met for gene X. You can try changing these defaults, setting logfc.threshold = 0 to return all genes.