Not seeing query window messages can be affected by several things. Some to try:
(1) check if you have an ignore list setting which blocks -p type activity: /ignore -l
(2) see if it still happens when you disable remote events: /remote off
(be sure to re-enable them with: /remote on )
(3) put this alias in your alt+D aliases window:
debuggvm { !window -ze2Dj5000k @debug | !titlebar @debug active= $+ $~scid($~window(@debug).cid).network logging: $~addtok($~gettok($~window(@debug).titlebar,3-,32),$~network,32) | !debug -pir44o52 @debug $!+([,$~time,.,$~right($~ticks,3),],[,$~cid,],[,$~network,] $~!1 ) } ; Raccoon's altered by maroon v7.52+
After you then type /debuggvm it will start showing the server in/out traffic at whichever network you typed that. If you type it at each of your networks, and then place that command in your perform-on-connect, it will have a window which shows all traffic for all networks in the 1 window.
Do the incoming queries show up there?
(4) You didn't say whether you tried this with several networks. There might be attempts by some networks to protect users from spam, so they can have usermodes applied by default which block private queries from unregistered users or other classes of nicks.
(5) Assuming you are not seeing a message when another mIRC user does "/msg yournick test", are you able to see other activity like:
/notice yournick test
if you're unable to see someone doing "/dcc chat yournick" or are unable to establish that as an outbound connection, that could be affected by router port-forwarding settings which could also block dcc send of files.