If you wish to be notified of a return pm go to your
options and board settings

check the box for pop up notification
this will notify you of a pm sent to you.
you can also have a pm notification sent to you by e-mail. Just check the box for that in your settings.

I just had a pm  inquiry and returned a reply. You did not reply back which tells me you do not have a pm pop up notification.
An e-mail was requested but I have trouble getting into my e-mail. Only able to get in my e-mail once in awhile.