I just installed MSMQ in cluster and now test how it behaves. It appears, that when active cluster node is switched all messages, which were in the queue, are lost (even when we switch back to original node). For me it seems like undesired behavior. I thaught that all messages from source node should be moved towards destination node on node switch.
I tested node switch via Pause > Drain roles menu item and via Move > Select node menu item.
I want to know is decribed behavior is like MSMQ in cluster should behave or may be it is some misconfiguration issue?
Update. Found similar question here: MSMQ Cluster losing messages on failover. But the solution did not help in my situation.