Is there a known issue with PM's?

I get an email with the information on a PM, but when I look in “messages to you” area online, there is no PM.
I go back to my email and click the link and sure enough I can read a PM, but it never shows if I click on “messages to you”.
I used to simply delete the email on my mobile and assume when I am on fluther that the PM is in my “messages to you” area.
I have noticed recently this occuring more, most recently yesterday.
I now wonder how many I may have missed and that it may come across as I ignored a fellow Jellie’s PM.
I there a known issue with PM?
Has anyone else noticed this?