I have noticed what I think is a bug with the Discourse Assign plugin. It is possible for an admin to assign a PM to a moderator who does not have access to the PM. They are notified, but when they click through to see the PM they cannot see it and get an error.
The answer, it seems to me, should be to add the assignee to the message at the same time, or to display an error to the assigner to let them know the assignee is not in the message and cannot be assigned the message.
This obviously does not affect admins who can see all PMs.