I suspect you haven't viewed them properly. In your Inbox, under the 'Settings' heading on the right hand side, there are two opposite facing arrows, with the left one being pretty faded and the right one a bit stronger. Click that right facing one and it should take you to the second page of messages.....and so on until you run out of pages.
It's not well labelled so you may have overlooked it.
I've just now clicked on UMs and while I haven't counted them all up, there are a lot more there than 35 - maybe as many as the 158 noted at this point. Maybe try again in case it was having a moment earlier?