If you have a combination of Ad Manager, AdSense and AdMob accounts, it's possible that you use each platform for different purposes. Both AdMob and Ad Manager support apps while AdSense and Ad Manager support sites.
How messages work for sites in Ad Manager & AdSense
For sites, once you create a message in the Privacy & messaging tab in one platform, you won't be able to create messages of any type for the same site in other platforms.
For example, if you create a message for Site A in AdSense, you can’t create any messages for Site A in Ad Manager.
How messages work for apps in Ad Manager & AdMob
For apps, once you create a message for an app, you can see it and manage it across both platforms. Any changes made in one platform will also occur in the other platform.
For example, if you un-publish a European regulations app message in AdMob, the message will also be un-published in Ad Manager.
Also note that when you select ad partners for the European regulations message, the ad partners you select in AdMob also apply to messages in Ad Manager and vice versa.