Who I have the same questioned this topic

Thanks for your response. No, I'm not using Verizon messages - I use Next SMS (formerly known as Handcent) as my default messaging app, and also have the stock app, just called "Messaging," that came preinstalled on my Droid. I just now tried clearing the cache on both of these, but it made no difference - the phantom "download" messages still show up and still give an error when I click the "Download" button for them, in either app.

I had briefly installed Verizon messages while all this was going on, to see if it made a difference, but it showed the same thing as the other apps - I've since uninstalled it.

Now that I know I'm not actually missing any messages - the phantom "Download" notifications just made it look like I was - my main concern is the lag time in receiving messages. As far as I can tell, it only seems to happen in fast-moving group text conversations, where I might receive several messages within a few minutes. It doesn't seem to happen in slower-moving group conversations, or in one-on-one conversations. Unfortunately, that makes it hard to reproduce the issue.