Make sure that your Team member has already opted-in to Messenger notifications.
Here's how to do it.
Login as your team member's FB account on Facebook.
Once the team member has logged in to Facebook, then login on your team member's account in MMIO.
Then go to My Account → Account Settings → Account Notifications → click Button “Subscribe…”
Your team member will be redirected to messenger.. make sure that the messenger account that's logged in is your team member's messenger account.