Thanks for the compliment Poolhall.
The theme is based on the classic Yabb SE one and this function is not available but it can installed easily.
Open index.template.php
Find:
echo '
', $txt['hello_member'], ' <b>', $context['user']['name'], '</b>', $context['allow_pm'] ? ', ' . $txt['msg_alert_you_have'] . ' <a href="' . $scripturl . '?action=pm">' . $context['user']['messages'] . ' ' . ($context['user']['messages'] != 1 ? $txt['msg_alert_messages'] : $txt['message_lowercase']) . '</a>' . $txt['newmessages4'] . ' ' . $context['user']['unread_messages'] . ' ' . ($context['user']['unread_messages'] == 1 ? $txt['newmessages0'] : $txt['newmessages1']) : '', '<br />
After add:
<a href="', $scripturl, '?action=unread">', $txt['unread_since_visit'], '</a> <br />
<a href="', $scripturl, '?action=unreadreplies">', $txt['show_unread_replies'], '</a>
EDIT:
The theme has been updated in the download page. There is no need to modify the file if you have the latest version.