There's only two circumstances where a person wouldn't receive a PM which has been sent to them.
One would be if the recipient has the sender on a block/ignore list or secondly, if the recipient's mailbox is full.
Of course, it's entirely possible that the recipient isn't aware they've received a PM, dependent upon their settings such as if they opt to receive pop-up notifications (or not) and if they choose to receive email notifications (or not).
Even then it may be that the email notifications goes into the recipients junk/spam email folder, so they're unaware that they've received a message.
There's no restrictions/blocks of any sort when it comes to including email address's in PM's.
There really isn't anything that can go wrong with the PM system from a forum software point of view.