I've never had calibre not convert a file unless it also reported an error. But, assuming you are using the calibre GUI, when the conversion is finished, the MOBI should be in the same location as the ePub. If you click on the book in the interface, and look in the book details pane, it will show the list of formats for the book. MOBI should be added to that list after the conversion.
As to other tools, no idea. Calibre has always works for my conversion needs, so I've really never look.
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