I came across these articles a while ago and decided to check my filtered messages just out of curiosity. I hardly ever use fb anymore so I didn't expect to find anything. Lo and behold though, there was a two year old message from my best friend from elementary school who I had lost touch with forever ago. Lesson learned: don't trust Facebook with anything important, they'll fuck it up even if it's one of their core features.
It seems to have become even more cumbersome and confusing in the recent times. FB does not indicate that there may be message requests or filtered messages (even from "friends") waiting to be examined. It seems pointless when you see a message very late and wonder how it could even be missed. FB's message system cannot be trusted with the lack of notifications about these.