I Received Email with message but it is not visible in my Inbox

[m4rcop]

Hi all, I just received a message from a potential client. 
I get a notification message in my email, with a link that leads to the conversation. I clicked the link, and I can read the message and answer it from "my inbox" that appears in this link. It looks legit. 
However, when I open my account inbox from the messages icon (top right)  I don't see any message nor conversation. 
Can somebody help me?