You could try searching by the tone's name you gave while uploading. That way you will surely find your own items. After you upload an item on zedge it takes usually 5-30 minutes to go public. After that everyone can see your items and can download them via PC, mobile and apps.
Rather, ask your friend via GB to go to - www.zedge.net/my-account/profile-settings/ and set her/his ''who can send me private messages?'' to ''My friends''. Since you are receiving the messages and your friend isn't! So, there is nothing wrong with your settings.