I’m glad you got it working. 
I may have given you a duff link for how to Watch the moderator inbox. I mainly use my phone, and I’ve gotten used to not seeing the ‘Tracking/Watching’ option - but I’ve hopped onto my laptop for a screen shot:
And the actual link to get to that was:
[YourSite]/my/messages/group/moderators
(I think you also have to be part of the Moderator group too, rather than just an Admin)