ZudaMastodon DM warning: Every single person you dm on a different site, has a different admin that can read your dms. There is no encryption to my knowledge in DMS. Just don't use the DMS.
Chief TWiT 
@Zuda The real purpose of DMs on Mastodon is to have a one-on-one conversation with someone without having it appear on the public timelines. Frankly it's no different than Twitter. It's not Private - it's just not Public.
I could set this reply for you only, but in this case I want other people to see it too.