Users have complained that they’ve not received email notifications for all of their PMs.
I found this was due to the setting which suppresses email notifications for active users.
It makes sense to suppress email notifications for active users to avoid being spammed by everyday updates, but this suppression shouldn’t apply to PMs in my opinion.
There is a distinct setting for PM notifications as of few years ago and it defaults to ON. Check your preferences, email, “Email me when I am sent a personal message”