They are in your inbox feed, and they are also grouped by counterparty under Private Chats just like other clients do.
https://github.com/mikedilger/gossip now displays DMs as normal posts in my "inbox" feed, which is the only and best place that can ever work. Very good.
(I still think DMs are a mistake.)
They are in your inbox feed, and they are also grouped by counterparty under Private Chats just like other clients do.