What does the system log show when the pop up message fails?
A few things spring to mind.
Is the trigger running the macro with the pop up message action?
Make sure there are no constraints stopping the macro or the action from running.
Try a simple test macro
T Screen On
A Wait 10s
A Pop up message
Does that work.
If so, the issue is most likely in your macro.
Post your macro here if you need any help with it.