Moved to Support Forum for some professional assistance. One of the IT folks might know a "shorter" short cut.
To access my Private Messages, I click my "User CP" in the top right of the screen then on the left select "List messages". Once there I can switch folders for inbox or sent items. I frequently review my Sent folder to remind myself what I said!
I find Visitor Messages under my User Profile. Two ways I found to get there. One is looking at a post of mine, click my name on the left and pick "View Public Profile". The other is to go "Tools", "Member List and search for myself. That also opens my Public Profile.
Keep this in mind: Visitor Messages are public! Anyone can view your conversations with others when you received and replied directly to Visitor Messages. When appropriate, I tend to respond to a Visitor Message by sending the member a Private Messages, taking our conversation out of public view. Not that a lot of folks here spend much time digging around for it that stuff.
And, as I recall, you have edit rights to Visitor Messages showing in your Profile. If you had a conversation there that you later decide you don't want to be public, you can delete it. If asked, any moderator can delete them from public view too.
Hope this helps.