Hmm. I just tested sending myself a DM from an account I set up on Primal for testing purposes, and I received it on Nostrudel without issue, BUT it took a while for Nostrudel to load my DMs in general. Also, make sure you have it set to Global if you aren't following the person who is DMing you.
Also confirmed that Nostrudel is still NIP-04 DMs, not NIP-17. None of my NIP-17 conversations show up at all. This means Primal and Nostrudel are both still using the same (outdated and deprecated) standard, so there should be no issues as long as you are reading DMs from relays they are writing to.