OP, can you verify that the address is indeed part of your wallet ? Did you verify it on your nano s screen when asked to do so ?
If it returns true, it is just a connection / display issue.
I remember the moment of when I sent it, it showed up instantly on my ledger wallet that there was incoming BTC on the way (unconfirmed).
The fact that OP is saw the incoming transaction in Ledger Live, undoubtedly tells us that receiving address is part of his Nano S wallet. Therefore, we can conclude that this is problem with something in Ledger Live, or maybe with outdated bitcoin app on Nano. Clean install of Ledger Live and app on Nano S are the only logical step to the possible solution of this problem.