I'm not actually sure how your notifications are affected when you approve/read a VM yourself, as opposed to when a moderator approves it. If those are the same messages I approved last night then you may be describing how the messages and notifications looked to you before I'd approved them.

I don't know what to make of the "two new profile messages ... from unmoderated members" notification. By any chance does the notification message change when you reload/refresh the page in your browser?