Ok I misread my own code. It ought to be working.
Of the DMs which you are missing, do you know if they are NIP-04 or NIP-44? Do you know which relays they are on? Are these relays configured as inboxes?
Discussion
I have both "legacy" and "new" messages, I thought it is NIP-04 and NIP-17 (not NIP-44). I use auth.nostr1.com, relay.0xchat.com and inbox.nostr.wine as DM inbox both in Amethyst and Gossip. They are configured as direct messages inbox in Gossip.
When writing to myself using Gossip, I can see the message both in Amethyst and Gossip. But I can't see older messages I have sent from Amethyst in Gossip. Also, I can't see recent NIP-04 message sent to me in Gossip, but can in Gossip.
As for gossip version, it is 0.12.0 from releases page. I haven't built it myself, used the compiled binary.
Yes you are right, NIP-17 (which uses NIP-44 and NIP-59).
When gossip starts it does two long-lived subscriptions related to this:
INBOX: on all "READ" relays, it subscribes to all feed-displayable event kinds (including NIP-04 DMs) with 'p' tags to you.
GIFTWRAPS: on all "INBOX" and "DM relays, it subscribes to giftwraps with 'p' tags to you (which contain your NIP-17 DMs).
In both cases, it only loads one chunk, which is by default the first 35 events going back in time. Then you have to press LOAD MORE to look back further.
I don't have a guess as to what is going wrong yet. I may have to read more of my code and think about it harder.
Today I have opened gossip again, and Private chats loaded immediately, including previous ones. At this point I am unsure what exactly was broken and how can I help you to reproduce this issue, sorry.
It might be due to changes I have made to "My relays" were not applied before application was restarted. Current (known to work) relay configuration looks like following:
The only significant change I have made that I remember is that I previously had "Read" disabled for DM relays.
For a long time I've gotten similar feedback from new gossip users that nothing shows up in their feeds. But later on it starts working. And I've never been able to reproduce when I start from scratch. So this is probably just another case of the same syndrome.