Are you playing on Xbox? Or microsoft Store version? If it the case you may need to check your xbox settings https://account.xbox.com/en-us/Settings , i had the same issue, a few people icouldn't see their messages or i couldn't see their messages. I have to set :
- Others can communicate with voice, text, or invites to evryone
- You can communicate outside of Xbox Live with voice & text to allow .
- Others can see if you're online to Everyone
People was finally able to see me online in pso2, and it solve my messges issue