Disappearing PMs

[jccaclimber]

I've had two PM's seemingly vanish on me in the past couple weeks.  The conditions are as follows:1 - I log in to the web page and get the pop-up for having an unread PM.2 - I read the PM, go about my business, and plan to reply to it later on in the day.3 - I go back later in the day and it isn't there.  I can look up PM's that I've replied to, but can't seem to find ones that are sent to me, but which I did not reply to the first time I opened them.Where are these hiding?

 

[jccaclimber]

Thanks to Chris for helping me out.  They were both in different places near, but not at, the bottom of the list.  Does anyone know what order these are in?  They don't look to be alphabetical or chronological.