Hi @JChristman, thanks for posting this question!
In order for the Inbox to ingest Instagram Ads, you must have the Facebook Ads account that the Instagram account is connected to authenticated into the Social Marketing product.
I highly recommend reviewing our detailed Facebook Ads Authentication checklist here.
If you (or your Company Admin or Manager) would like to chat through this process, you're welcome to sign up for a Product Coaching session here.
And thank you for your feedback regarding the clarity of what is/is not available in our system. As of today, Instagram private messages are not supported in Instagram's API.
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