The private message section on the forums is a little "odd" in how the messages are shown in different boxes.

Your Inbox is pretty self explanatory.

The Sentbox are messages that you have sent and have been read by the recipient.

The Outbox are messages that you have sent but have not been read by the recipient yet

and the Savebox are messages that you have saved.

The difference between the Outbox and Sentbox has nothing to do with you, but more with what the recipient has done. hope this helps.
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Charles Gallant