When a user sends a message / you receive the message, the latest message only comes up on the last page, so the first message you see in the exchange is the oldest, and last message, which you have to scroll through and click to get to, is the most recent. Is there a way to make the most recent message first instead of last?

I've noticed this, too. In the 3.x version, it would go to the newest post in the thread.

Has anyone found a fix or the setting to change this?