You would be required to enable messaging access on your Instagram Professional account for your messages to reflect on Zoho Social. 

Here are the steps you need to follow,

1. Go to your Instagram Professional Account and head over to Settings and privacy.
2. Now click on Messages and story replies followed by Message controls.
3. Under Connected Tools, turn on the toggle "Allow Access to Messages."
4. Once you are done making the changes, click on the Refresh button to load your messages on your Instagram Professional account.