For info, I received a Discourse PM that someone sent me 1 hour ago (since this thread was created).
What might help would be to explain exactly which emails you expect to receive that you are not receiving - is it all, only some, and if so exactly which ones?
One thing that you might try is creating a test account and sending PMs from and to that to help narrow down the problem. Messaging from Discourse (and email generally) is spectacularly complicated to debug and unless someone else sees the problem I doubt that they’d be able to investigate based on what is written above.