When you use Auto Send, we're not able to use functions from iMessage. These messages are not send via iMessage, so they won’t show up in your iMessage history. Apple is, unfortunately, rather strict with these types of things. That’s why we’re forced to use an external SMS gateway to handle the Auto Send messages.
What do you do when you want to send a message via iMessage?
If you want to send messages through iMessage, you have to go about it the traditional way, without using Auto Send. When you don’t use Auto Send to send a message, we’ll send you a notification. Tap it, and confirm that you want to send the message. Then your message will get sent via iMessage.
So what happens to messages in reply to my Auto Send number?
When people reply to your Auto Send message, you can find these replies in 'Received'