To know every message between sites, you could start running wireshark to capture TCP packets with the master and client's host and port before their replication start. After replication starts, all TCP packets would be tracked then. You would need to decode and understand the packets to understand the HA messages.
If you want to understand them in higher level, you could display replication verbose by setting DB_VERB_REPLICATION in DB_ENV->set_verbose(). Please refer to http://download.oracle.com/docs/cd/E17076_02/html/api_reference/C/envset_verbose.html.