1️⃣ Enable 'Allow access to messages' in your Instagram settings
To message your Instagram contacts through Sauce, the first step is to ensure you have the "Allow access to messages" toggle enabled in your Instagram account Privacy settings. See the official Instagram article and follow the screenshot below:
2️⃣ Enable Messages permissions via your Facebook account
From here, upon visiting the Messages section via the 'Influencer+' menu, you'll be prompted to connect to your Instagram Professional account via Facebook. If you have previously connected, here you'll be prompted for just the additional 'Messages' permission. Click to 'Connect with Facebook.
Then run through the Facebook permission approval process, being sure to enable all options in order to ensure full functionality here at Sauce: