If you need to find all items with messages attached, you could use the following procedure:

To find a specific Sales Order Item, open the COAITEM (COAITEM) application, find Sales in the RamBase menu and then Order handling. Click Sales order items to enter the COAITEM application.

Click the cogwheel icon above the item lines.

Find Columns and check the option Highlighted Notifications.

Use the filter field an choose the option ContainginNotificationTypeID (if you do not know the type of message).

Then choose ContainingNotificationTypeID, which will open a popup where you can choose the filtered categories of Sales Order Items, based on your access level.

Choose the category you suspect the Item will be in and click the Select button. 

You will now be able to see the relevant Items in the menu to the left.

The same procedure can be used when looking at the supplier invoice items SINITEM's when you need to identify supplier invoice items with notifications - for example price differences or approval requirements.