I can start one but the other person doesn't see it.
They're gone when I return to the site and at other times they disappear completely.
They don't work at all. Don't bother.
It's super glitchy. It might work if both have a pm window open at once. Being offline or being on the replying to a post screen seems to cause problems too. I've seen older pms appear from another pm being sent to me hours later.