Direct messaging is a one-on-one conversation with another person and therefore private. No one else can see direct messages, including admins of a group.
A direct message can be initiated by anyone in the group to another person in the group. Only others in your group can be contacted via direct message, not anyone on Heylo, generally.
To initiate a direct message, navigate to the profile of the member and select the “chat” button. Or navigate to private messaging and select “new.” All of direct messaging is housed under the personal “messages” icon on the top right of Heylo.
To leave a direct chat, select the arrow button in the top right header, and then “Leave chat.” No one is notified and the direct chat is no longer visible to you or the other person in the direct chat. Direct chats can also be muted.