I would love to debug this but your website banned me with
Your IP address has been blocked because there were too many
unsuccessful login attempts in a short time. Your IP address is:
xx.149.40.xx.
The problem is probably your custom template. To prove this switch back to the Joomla default template and try again - see if the message appears - if so then that proves its a custom template issue and you should then look for
<jdoc:include type="message" />
in your templates source file, it should be near
<jdoc:include type="component" />
also check any redirections you have set up in the login module.
Lastly - looking at the process when it submits the login form, it appears to be going to /en/ first, and then redirecting back to the home page without /en/, I see from the cookies that you have some language switcher installed - you might also want to try disabling that
