So, the default setting was to NOT save sent messages. It was buried pretty deep in settings, but should be ok now for all existing and new members. However, at least on my profile, the default was to hide the side bar . IF you cant find your 'sent' folder, look at pic below, should clear it up.
Thanks to Joe for pointing this issue out. :clap:
(http://www.2strokeworld.net/wp-content/uploads/2019/02/PM-sentfolder-display.jpg)