There is a tab under Messages that you may have never noticed. It filters out the messages that Facebook thinks are to be less-than-important messages.
Although it’s not a new feature, the “Other” inbox upsets some users who have only just discovered it and are reportedly missing important messages. I know I have missed inquiries from people who wanted more information on working from home. I responded back to them, but I hope my reply didn’t get put in their “other” messages inbox.
So are you missing out and not receiving your messages?