I can confirm that what you’re experiencing is expected behavior, which I’m happy explain. Once you have more than 11 direct messages (DMs) or group DMs open, any additional direct messages are expected to fall off the list if the DM is not opened during your current session, there has been no activity in the DM in the past week, or there are no unread messages in the DM.
I’m afraid there’s currently no way to turn this behavior off, I’m sorry for the frustration this has caused you. I certainly can see how it would be useful to be able to view all your DMs listed in your sidebar. I’ve gone ahead and shared your experience with the right people on my team.
In the meantime, you can star all your key DMs to keep them all listed in your sidebar (:star: icon under a member’s name at the top) or quickly pull-up a conversation by using the quick switcher,
Cmd/Ctrl + K.
It's remarkably confusing to add all of your workspaces when setting up a new device, and especially my OSX desktop client. This guidance from Slack about finding your workspace URL helped me learn to do it more efficiently (as of June, 2020):
Check your email, then select Confirm Email Address. The email will say something like:
Once you've confirmed that XXX@YYY is your email address, we’ll help you find your Slack workspaces.
From the Your Workspaces page, go through each workspace and select "Launch" and then confirm that you want to use your Slack app if/when you get a modal. That should result in all of your workspaces being efficiently added to the UI in your Slack app.
Best Answer
From Slack's "Format your messages" page: