[Fizzlemizz]

You've probably left the party (automatically removed by the game) before the SendMessage is processed.

Try the following to whisper yourself when you do a /reload (or logout but...).
Change the target character name to your logged in character.

local Frame = CreateFrame("frame")
Frame:SetScript("OnEvent", function(this, event, ...)
    SendChatMessage("Bye!", "WHISPER", nil, "YourCharacter")
  end
end)
Frame:RegisterEvent("PLAYER_LEAVING_WORLD")

It should show the message when you've entered the world after /reload