As rharv suggested, everything in those yellow/green etc colored boxes is also written to the message file. Note that the latest messages are at the top of the file, and the entries have date/timestamps.

You can also view that file from the Help menu:
Help > Utilities > Display log text file of Yellow/Green messages


BIAB & RB2025 Win.(Audiophile), Sonar Platinum, Cakewalk by Bandlab, Izotope Prod.Bundle, Roland RD-1000, Synthogy Ivory, Kontakt, Focusrite 18i20, KetronSD2, NS40M Monitors, Pioneer Active Monitors, AKG K271 Studio H'phones