Hi, Pete.
It doesn't seem to be a refresh problem as I can log in and out over a few days, and not realise I have new messages until on the off chance I check my inbox.
Just now I have sent myself 2 test messages and they showed up as being inbox i.e. Inbox(2). However, I didn't open them. I then logged out, and logged back in and my inbox was showing (0) despite the two unopened messages.
When I click on the Inbox(0) and go to my messages it then changes back to Inbox(2).