When I send a PM or reply to a PM, none of them show up in my SENT items list?

Save sent messages is not default, you need to manually click add a copy to sent folder before you send the message

Save sent messages is not default, you need to manually click add a copy to sent folder before you send the message

thanks! I guess my eyes glossed over the option.

Members have limited space in their mailboxes, so, for obvious reasons, its easier for you to choose the ones you want to save. Also, if your inbox gets full there is an archive function that will save your emails into a file and send them to your email, you can delete from your inbox at the same time as you archive.