I have this same issue as well. DMs are on another client for me.
Discussion
Never happened with Primal. It’s the reason why I moved from Damus tbh
Maybe worth checking out this write up from nostr:nprofile1qqsyvrp9u6p0mfur9dfdru3d853tx9mdjuhkphxuxgfwmryja7zsvhqpzamhxue69uhhv6t5daezumn0wd68yvfwvdhk6tcpz9mhxue69uhkummnw3ezuamfdejj7qgwwaehxw309ahx7uewd3hkctcscpyug about setting up relays. I found it helpful in setting mine up on Amethyst.