2
As a 2.0.x branch user I can't comment on the old messages not being shown.
However, I can confirm that with XOOPS 2.0.18.1 and mpmanager 2.63 the sent message is saved in the Outbox when this is selected as an option in preferences. I don't see the "store pm in the outbox" option when sending a message via the PM button in a user's profile.
If you're not using it, the latest version of mpmanager is 2.63 and you can get it here:
http://lexode.info/mods/modules/wfdownloads/singlefile.php?cid=1&lid=21
Might help, otherwise try a PM on this site to user "Lord Venom" or to "Venom" of the download site.
HTH