“Hm, here works fine with this settings.”
“Probably you changed buddypress email template for unread messages?”
No, we have not changed anything, in buddypress or elsewhere.
It just started a few of your daily plug-in updates ago.
the “Messages” Tab on the user’s profile
with one of the recent updates (prob 3-4 revisions ago), the links to messages broken when alerted by *notification* “userxyz sent you a new message”.