Just posting this here incase anyone else is having this same issue, but I've noticed that when I have a new PM, it is still saying "0 new messages" on the topbar, however, when I go to the message page, I can see new messages there. I probably should have been checking this page anyway but I have just been relying on the "0 new messages" bit, turns out I've missed some PMs from the last year - only realized I had one since iGo left a reply to a thread saying he PMd me.
Is it just me, or a known issue?
From now I am happy just to check the messages page, just mentioning incase this isn't a known issue!
Have a lovely day!!