This used to work. I think it may have broken because user talk notifs moved from messages to alerts.
Customize query in gerrit
|mediawiki/extensions/Echo||master||+7 -0||Check for local unread talk notifications in alert popup too|
Checked in betalabs - 1.28.0-alpha (6ea767f)
"You have new messages" disappears when
- new messages from a user talk page are marked as read from the flyout
- when such messages are marked as read from Special:Notificaitons