Shift into a gear combination that makes the derailleur arm point downward. Then prop your bike up against something and look at the derailleur from the back. If it looks like the derailleur arm is pointing toward the tire - that's it.

Whenever i encounter a rear shifting issue that doesn't respond to normal tuneing, the first thing that I do is to check the derailleur hanger alignment. Most of the time, that's the source of the problem.