problem in sleep mode of xbee series 2
I had the same problem, it was caused by not waiting long enough after sending the message before re-asserting the sleep_rq pin. (@Dzarda got it). Experiment with different delays until it works.

Edit: I know you have already set up SN and SP properly, but I'll leave this part of the answer in for others:

The other thing to know is that you have to set SN and SP in the always-on router so that it doesn't timeout and forget the end devices. If it does, the connection can take up to 6 seconds to renegotiate when the end device came out of sleep. See http://www.digi.com/wiki/developer/index.php/XBee_Sleeping_Problems