Top bar menus: Achievements and Review Queues have useful links in top within them; e.g clicking on Achievements menu, you'll find links to privileges and badge, link to all review queues from respective menu in similar way.
But I found that Inbox menu doesn't have any link:
How about adding link to global inbox https://stackexchange.com/users/<id>?tab=inbox
or community response tab https://<site>.stackexchange.com/users/<id>?tab=responses
? I think adding link to global inbox would be perfect.
https://stackexchange.com/users/<id>?tab=inbox