This is easy business whatever new changes ebay want to implement on their messaging system.
When you send a message, always send a copy to your email.
When you receive a message, a copy is automatically send to your email.
Now ebay can't do anything to your email, so your messages are safe from ebay. If you need double or triple protection, then set a forwarder to automatically forward the email to 2nd or 3rd email account.