Disappearing private message?

I would have put this somewhere like the Office, but it said I'm not allowed to post there...

I just got a message alert, well I'm on my phone so it was asking if I would like to open a new tab to view my new message. I always click no and then go to my messages after I've finished reading whatever page I was on.
But there was no bold thing in the upper left about messages, and when I checked anyways, there were no new messages.

Is that something like a sign of someone being banned, trying to message me to no avail?
Or do I have a PM I can't see for some reason?

Just curious cuz I get few messages here... Move or delete as needed please.
I love the way this place is moderated and run, it has surprisingly little drama for such a topic that is so likely to rile up the herd.

I didn't send you one but I'm also wondering if private messages are working because they've been behaving strangely. I'm going to send you a test now, Presto.