BuddyPress.org

Hi Reiner, try this, add it to functions.php or use a Code Snippets plugin.
Of course, change the ‘href’ to point at your help page.
Cheers!

add_action( 'admin_bar_menu', 'add_messages_help_element', 999 );

function add_messages_help_element( $wp_admin_bar ) {
 $args = array(
 'title' => 'Help',
 'href'  => 'https://your-help-page-url',
 'parent' => 'my-account-messages'
 );
 $wp_admin_bar->add_menu( $args );
}