Most of us use PM for Private Message (Mail) or Private Messaging (Mailing). An increasing number of posters are writing "DM" where I think they mean PM. Unless there is a meaning for DM that I'm not getting. .
It's not a simple typo (D/F  K/L C/V keys are next to each other; the D is way over on the left and the P is way over on the right).  I guess it could be Dyslexic Messaging. Or is DM some other conventional abbreviation for private messaging that I'm not savvy about?

...but it's essentially the same thing as a PM.

Direct Message

I never knew that and it explains a lot.
.
However, when in Rome, do as the Romans. When in TER, ....

then IM should be indirect message, but IM is already instant message (Is that a thing anymore?  You hardly ever hear about it.)