Message doesn't appear in process message window when credit check hold is applied on a customer.

Hi,

When we create a Sales Order for a particular customer whose credit limit is exceeded, a credit check hold applies on the sales order at header level.

In such a case, we have seen that a message saying ' Credit check hold has been applied. Overall credit limit exceeded at site level' appears in Process Messages window. From a few months now, we are not able to see the messages in Process message window but hold is applied on the order. We were wondering if there is any setup that is controlling messages to appear in process message window . Please let us know if anyone has come across the issue or any suggestion on how to solve or debug the  problem would be appreciated.