Why do some messages just pop through while others come as requests??

Depending on your settings, it could be due to profiles or ages. Check your message settings and I think you will find out why they're filtered

because of your settings. likely the ones that just come through are from people you follow/are friends with and or have messaged messaged with previously

Some that I’ve messaged with many times, have all of the sudden been going into the Request box

I don't use any filters yet it sent one message to requests.

Thing is the person in question seemed to be a scammer or catfish anyway. Could be they are trying to filter those kinds of users without setting anything.

Mine do that and I change settings, but after a few days it starts again.

The request messages are from people who you have blocked or muted

Check your filters