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Known as the ‘Missing Baryon Problem’, about one-third of baryons in the local universe remain unaccounted for. The missing baryons are thought to reside in the warm–hot intergalactic medium (WHIM) of the cosmic web filaments, which are challenging to detect. Recent Chandra X-ray observations used a no v el stacking analysis and detected an O VII absorption line towards the sightline of a luminous quasar, hinting that the missing baryons may reside in the WHIM. To explore how the properties of the O VII absorption line depend on feedback physics, we compare the observational results with predictions obtained from the Cosmology and Astrophysics with MachinE Learning (CAMEL) Simulation suite. CAMELS consists of cosmological simulations with state-of-the-art supernova (SN) and active galactic nuclei (AGNs) feedback models from the IllustrisTNG and SIMBA simulations, with varying strengths. We find that the simulated O VII column densities are higher in the outskirts of galaxies than in the large-scale WHIM, but they are consistently lower than those obtained in the Chandra observations, for all feedback runs. We establish that the O VII distribution is primarily sensitive to changes in the SN feedback prescription, whereas changes in the AGN feedback prescription have minimal impact. We also find significant differences in the O VII column densities between the IllustrisTNG and SIMBA runs. We conclude that the tension between the observed and simulated O VII column densities cannot be explained by the wide range of feedback models implemented in CAMELS.