The following information is provided by Neil - SuperUser:
when you participate in a group conversation (IM) Skype assigns some of the other participants to be your 'buddy', so that when you are offline, you can be updated by one or more buddy (in a P2P fashion)
the number of buddies assigned varies depending of the number of participants in the chat, and of course, the total number of participants varies from time to time
it's not easy for you to know who these chat buddies are, nor how many you have (Skype apparently decided long ago that there was no need to document the inner workings of group chat)
so ... if your chat buddies are not online for a period of time, it is possible that you might miss some messages until they return
most of the time this all works well, but occasionally there can be problems like I am alluding to
one suggestion is to 'leave' the conversation and re-join (or have someone add you back)
if one of your chat buddies is online 24/7 I suspect that your situation will improve (unless of course they are having the same issue as you)
let us know how you make out
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