I use telepathy-haze+account-plugin-haze for MSN and I've no lost message issues whatsoever (while I occasionally have that issue in PC, strange). I can even receive offline messages, which can hardly be done in other MSN client.

telepathy-msn-pecan is smaller and shared the same advantages as haze. However, pecan behaves strangely after Microsoft changed its policy to allow multiple logon this year.

I switch between pecan and haze when either one got problems. Hope this suggestion helps.