From My eBay page select the account tab then in the left margin select comm prefs.

Go to delivery notifications and see if you are subscribed to IM (Instant messaging)

Mine has stopped a few times now, with no changing of settings. The only way I get it working again is to remove the app and reinstall it. No idea why it does it.

Have you tried resarting your phone, should be done atleast once a week.