messages in my email but in not in my Ebay messages - is that suspicious?

[mattr1]

Hi, I have received a message from a buyer into my email from eBay (it says) but the message is not in the Messages section when I log into eBay on my PC or via the App. Is this reason to be suspicious?

Thx

[*vyolla*]

Is the senders email address a private one that's not been routed via eBay? 

What does the messages say?

Are there any clickable links in it (don't click on them)?