My husband and I were sending each other pins from our phones last night. Our Pinterest inboxes were NOT showing them. We had to go into the inbox, hit "new message," write something, hit send, then the messages/pins conversation would show up.
The only reason we found out we had pin messages from each other on our mobile apps was because we were sitting in the same room. How many people have sent me pins that I don't see because there's no notice in the inbox? His inbox only showed two conversations (our friend and his cousin). He obviously had more, mine to say the least.
Our apps and phones are up to date. I'm putting this out there in case others think someone on Pinterest is ignoring you.