VERIFIED SOLUTION i
Content Author allows the User to create messages which can then be integrated with Designer publication.
All required steps were followed correctly, then two messages were not appearing on performing "Advance Preview " of Designer.
There can be multiple reasons of messages not appearing :
Messages were defined with certain expiry date and date has passed.
Correct export environment is not used. For instance when changed "Content Author" repository, new export environment should be taken and imported into Designer.
Messages are not created within project selected. After the environment is imported, correct project and domain should also be selected.
If there are two Content Author messages both using the same message area, and both have the same priority, and the space in the message area is only sufficient for one message, then the single message is picked at random. So change the size of outer text area to allow both successfully.
Another change made is that this area has a configuration "maximum number of messages" set from PageSetup->Go to Message box->properties.
If none of the above is responsible, then create logs after enabling the parameter "messageprocessing=yes" under Custom option in Advance Preview. This shall give detailed error message. Due to difference in locale between Content Author and Designer the messages do not appear. While creating the messages choose locale that matches with default locale of Designer.
ResolutionUPDATED: September 14, 2017
After the messages were created in US English rather than UK English, messages appeared. Locale of Content Author and Designer should match.