Hi,
The message you write in the "send user message" textarea is supposed to be added to the email sent to the customer when you click on "save & notify". It's not saved anywhere. However, if you go in the menu Customers>Email history and open the email that was sent you should be able to see it there.
However, I've done some tests and debugging on my end and found out that there is an issue with that variable which isn't properly taken into account. So for now, that text won't be added to the email notification.
You'll have to wait for the next release of HikaShop to have it working properly.