theme('status_messages') seems to leave out some scenarios

This basically happens because the Messages block will only see the messages that have been set before it's block's content is fetched by Drupal. Any messages that are set by blocks that are fetched after the Messages block as well as messages set in hooks that are called after the block list is generated will not be shown. Core will then scoop up any remaining messages and clear the messages data so the missed messages are never seen if the theme doesn't print the $messages variable.

Attaching a patch that uses a hook_page_alter() to find the messages block and then sets the content to theme('status_messages'). The hook_page_alter() is called just before the call to drupal_render($page) so there really shouldn't be any messages that get missed.

#1412710: Delta blocks messages not showing up is a dupe of this one.

The patch in #3 got me most of the way there, but it still wasn't capturing all messages. After a little research, I figured out that it would only capture the statues of modules with a lower weight, and with delta_blocks starting with "D" and having a weight of 0, that had potential to be a lot of them!

I extended #3's patch with a hook_module_implements_alter() implementation that forces delta_blocks' hook_page_alter to run last.

aaaaand again

Well, I've also just met this problem. Drupal messages is a pure stack inside $_SESSION variable. And every time we're calling drupal_get_messages() or parent function theme_status_messages() we're clearing this stack.

By default most of themes has theme('status_messages') inside template_page_preprocess() or template_html_preprocess() or somewhere else. All contrib or custom themes SHOULD extend core's logic and check some settings to be available to avoid rendering messages via theme, e.g.:

  // Generate messages last in order to capture as many as possible for the
  // current page.
  if (!isset($variables['messages'])) {
    $variables['messages'] = $variables['show_messages'] ? theme('status_messages') : '';
  }

According to current Delta's implementation of status_messages block, we fetch messages inside hook_block_view():

    case 'messages':
      return theme('status_messages');

That's why any drupal message added inside hook that is invoked AFTER hook_block_view() is missed at all (because usually nobody render theme's messages output)
hook_page_build() and hook_page_alter() are examples of such 'late' hooks. I think that it's Delta's problem.

Proposed solution:
1)

    case 'messages':
      return array('content' => array('#theme' => 'status_messages'));

that will postponed calling theme_status_messages() to the latest state.
2) Remove calling theme_status_messages() via theme variable. (Most of themes have this setting, others have to add it)

I was having this problem along with the Omega theme, but I couldn't find where Omega was actually rendering the status messages. I managed to solve the problem by overriding Omega's theme_status_messages implementation for my theme, and storing the output in a static variable. I don't know if that's the proper way to handle it, but it's working for my implementation.