Couple checklist items:
1) Do you have mobile data? MMS do not work over WiFi (unless you're using a Google Voice number or have WiFi calling enabled)
2) If you switch to the stock messaging app, do you get the MMS? Maybe your phone wasn't configured properly for MMS. A simple call to your carrier should help you fix it (or if you're feeling adventurous, you can look them up online for your specific carrier).
When you 'don't' get the messages, do you get a 'placeholder' for them saying you need to download them or you just don't get them at all?