I think I've found a little bug in radiomessages.txt for month 08.1939:
The "to" field in all messages in this file is left blank, and it seems to cause them not reaching the player. Since we start campaign on 31.08 only the last message from this file (Instructing German forces to start operations against Poland at 4:45) would ever be received, but it's kinda important one
I changed the "to" field to "player" and the message now appears at correct time when I start a campaign.
TWoS version 2.2.9