This definitely works. The trick is stopping the server, then editing the messages.xml, save it and then start the server. Just make sure to use the right syntax. I got mine working this afternoon and have made several changes to it with it all staying after the save.
Here's mine...
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<messages>
<message>
<deadline>600</deadline>
<shutdown>1</shutdown>
<text>This server (#name) will shutdown in #tmin minutes.</text>
</message>
<message>
<repeat>15</repeat>
<text>You're playing on server (#name). Message Buzzed for any issues. Good Luck and Happy Hunting!</text>
</message>
<message>
<delay>10</delay>
<repeat>50</repeat>
<onconnect>1</onconnect>
<text>We're currently set to Private. Get geared up and be ready to face new people joining soon.</text>
</message>
<message>
<delay>2</delay>
<onconnect>1</onconnect>
<text>Welcome to server #name</text>
</message>
</messages>
**Just copy and past everything except these words into yours replacing everything. Then edit the text to whatever floats your boat. 🙂