Hi Melody,
A PM goes to your outbox when you submit it, and it sits there until the person opens it. When they do open and read the PM, it moves to your sent box, whether they reply right away or not. If a PM sits in your outbox for awhile, the person probably set their PMs to go to their e-mail, and they read it there. It will stay in your outbox unless the recipient opens it on the site.
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