go to your inbox,click on conversation title and it should bring up the pm. reply just like a thread. hope this helps. more info to come from somebody smarter than me.
I've had that happen. I checked it a day or so later and it was there. It was only for one particular Convo. I was receiving and replying to other messages at that same time.
Recently got a "conversation" from another member re a part we both needed. I got the msg in my email. Replied the same way...guess that's the newer PM way of doing it.