I'm sure the reason why an actual DM system doesn't exist is because of problems managing spam, as well as just limitations of the UI in general. How about a really, really basic system, where you can create an "item" that you can send to clan members, which'll show up in their item inbox. The "item" would just be a message that they could read.

Why do I want this? Because it is super frustrating to have no way of communicating directly with new clan members. I can't even count the number of people that we've had to remove from the clan because they weren't responding to messages - almost certainly because they just didn't have the right chat window selected, or because they weren't active when we tried messaging them.