I've got a multi-site install, added Messaging on and Network Activated it.
I'm logged in as the Super Admin, trying to send messages to users on my network. I type in the user name (individually, because if I include more than one with a comma separation, I get an ugly error and a notification that the additional users don't exist in my system) and send my message.
The system says the message was sent. There's no record of it in the Sent Messages, though. And the user is getting a notification that a message was sent to them, but when they log in to retrieve it, there are no messages.
I've tried this repeatedly. Am I missing something?