1. Turn off the "Friendly Redirect" feature. I hate it - it's just an extra pageload with no purpose.
2. Make the fact that there is a new private message more obvious.
1. Configuration > Server and Optimization Settings > Friendly Redirection Pages
2. I don't know, make it red or something when there's a new PM. That gray-on-gray is very inconspicuous. Don't get me wrong - I like this theme, but that's one thing the designer forgot to add (or has changed in this version of MyBB) - the PM notification bar.
For the PM thing, the email notification and the red notification bar at the top telling you you've got a new PM is plenty sufficient. I even changed the PM notification from soft yellow to bold red. I'm really not sure how you could miss that.
Thanks for the feedback and if you ever have any more please feel free to post them!