> I think a few slip through the cracks, but I don't know how. I've experienced (and posted here about it) some missed messages myself in the past. It's not everyday but it's aggravating when it happens. Sometimes the messages are replies to me and sometimes not.

I have no filter presently so, if it could be related to that, that might explain a lot of things. Do you have any filters applied, twit, thread, category, etc.? A forum not being active in your list of participation might also make it so a message will not appear among new messages.