1. First I read them on m.facebook.com.
2. Then, some years ago they disabled access to messages on m.facebook.com, so I started reading them on mbasic.facebook.com.
3. After some time, loading the inbox now takes 5 seconds where it used to be instant.
4. Recently access to messages was disabled on mbasic.facebook.com as well, so then I could only read them anymore on facebook.com on desktop.
5. Just this week, I posted something on Marketplace, and I noticed that messages that originate from the Marketplace do not show up.
So the only way that I could read these messages was to install Messenger on my phone, and disable AdGuared becuase otherwise I could not login. (It's uninstalled again)