Hmmm ... sorry to interrupt, but I'm starting to wonder what is happening here. If you've replied in Personal message then you have to search for your messages and replies there. That means you have to go to your profile and click on Personal Messages where you have the list of them and you'd possibly be able to find the right one. If you've got reply from anyone (not just @SwissToni (tagging him so he could se this) then you'd have little green circle with the number of the unread messages just left besodes your profile picture at the right top.
Now it came to my mind ... do you, by any chance, still have the older (but still new) layout of the page and you were able to send the messages through the LEARNING PAGE?
It once was possible to do so, but this feature over there is disabled and removed now and you can't see "member's list" on there either so if you've still managed to do that, your e-mail could disappear into no-land though. If you want to send a personal message you always have to send it through the forum page with its Personal message feature.
And just to remind you: everything about Personal messages you still can find here. It doesn't matter if screenshots were made when Forum was still old pages layout, the feature and handling it is still more or less the same.
Hope it helps.