I justed tested sending a message to Trunks two different ways - one by going to a post of his on the forum and selecting Send Message from there, and another by going directly to his profile and selecting Send Message from the little three dash menu below the avatar. Both resulted in the message showing up in my Sent Messages section. Before that I also have a Sent Message showing up as a result of replying to one sent to me (rather than me initiating the chain).
Did you use a different method to these three? I'm trying to work out why you wouldn't have anything in your Sent Messages section if it had indeed been sent.