Well, I have not read it anywhere but have heard it reported on all of my local morning shows "Gossip" segments.
Supposedly, Madonna had invited Missy over to her house so they could "bond" before they shot the ad and Missy turned her down. Then the day of the shoot Madonna arrives on time and so does Missy but Missy sits in her car talking on her cell phone for almost an hour. Madonna eventually goes out into the parking lot and taps on the window only to be waved off by Missy. Finally Missy comes n so things can get underway.