Problem with direct messages

Direct messages between me and a friend (@npub165p26976w6gha5qmfrum550vlvctsvlt66agwv7xaqf06zwhekcsmhlmws) don't work properly. I can see all his messages in Amethyst, but just a few of them in Primal. He does not see any of mine.

What are your experienced with DMs? Do they work? I did not configure any relays, do I have to? Is there a good resource of how to configure relays in general or especially for direct messages?

Appreciate some inputs

Cheerio and happy zapping (this works ⚡)