I just had an odd occurrence.
I logged into UT (around 1520hr after being out for at least 20 minutes. When the VFP Forum (my default) came up I heard the word "Reply" and sure enough I saw that there was a new message listed in my REPLIES list.

Since it hadn't been too long since I was last in I felt that I would go through the message list first before attending to the reply.

HOWEVER, I never did come across the message when going through the messages list. I double/triple checked and there was no MM Framework messages at all so no category showing (the reply was in that category).
I thought that it could be a close timing issue, so I clicked on the "New messages created during my session..." icon. Again, NO message in the MM Framework category.

I went to the reply and found that it had been sent at 15:15:42hr replying to mine of 14:39:42hr in thread #803227. The message #803445 is the one that never appeared in the list upon login (or later).

I have previously sensed that there had been messages missing in the past, but this seems a pretty clear-cut case.
Maybe you can investigate and (hopefully) find something awry and correct it.

cheers