Please take a look at this:
Turn 5 - Neha-B
N plays a Haggler.
N gets +$2.
N plays 2 Coppers. (+$2)
N buys a Messenger.
N gains a Harbinger.
N gains a Copper.
W gains a Copper.
N gains a Messenger.
N draws 5 cards.
I think I should have got a Harbinger, but I got a copper. I re-read Messenger and Haggler and came to the conclusion that my thought is correct, so I guess it's a bug?
The behavior is correct, but not easily derivable from the log, because it misses the attribution what the source each effect is for. I tried to add that in the log below:
Turn 5 - Neha-B
N plays a Haggler.
N gets +$2.
N plays 2 Coppers. (+$2)
N buys a Messenger.
N gains a Harbinger. (Haggler)
N gains a Copper. (Messenger)
W gains a Copper. (Messenger)
N gains a Messenger.
N draws 5 cards.
Both Messenger and Haggler trigger on buying a card. So once the Messenger has been bought, 2 effects trigger and your opponent can choose which to handle first. They apparently choose to handle their Haggler first, they decided to gain a Harbinger, which is not relevant for you at all.
Then, they had to handle the Messenger, ann they chose for both of you to gain a Copper.
Of course, they could have handled the order differently (handle Messenger first and Haggler second), but that wouldn't change the picture, they just gain a Copper first for themselves and you, then gain the Harbinger only for themselves.