There was an ordering issue here, your new items were actually on page 2, 3, 4, or 5 (depending on how many you had). This is now fixed.
In-depth why, because we care <3:
We actually store your inbox in 2 places, your most recent items are in redis, and your older ones are in SQL. After a small delay a background process culls them from redis to SQL.
Actually after a minute or two usually, all your items are in both places...but since redis may still be changing, or have a deletion that's not yet persisted, etc...we need to construct the overall inbox that stackexchange.com shows from both sources.
To do this, we take the items from redis (observing the earliest date) and the items from SQL (any before the minimum redis date), then combine them in code via
.Union(), this was happening backwards in some cases.
In addition to that, the API on the backend for has a page size 5x larger than what is shown on stackexchange.com (meaning se.com loads 5 pages at once when fetching)...combine these two and you see how your new items were appearing at the end of the first API page, which translated to anywhere from page 1-5 on stackexchange.com, depending on how many new items you had.