You need to look in your DM Inbox on twitter.com to see if the DMs are actually gone or not. Do not trust that Direct Messages count in the Twitter sidebar. Twitter takes forever to update that number in the sidebar, even after the DMs have been successfully deleted. It's also possible that you will see your DMs on twitter.com long after we deleted them. It may sound illogical, but Twitter caches (shows you a second fast-access copy) of your DMs when you view them on twitter.com. They only periodically refresh the cache to reflect what is actually in the original DM inbox. To make a long story short, when you've run the DM purge, you may have to wait several hours before Twitter will show you an empty DM inbox.
Also, when looking at your DMs in Twitter, you will still see all your Sent DMs. We delete only the DMs you received, not the ones you sent.
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