I have went through docs and search it on net, but before confirming it to my PM I want to ask to you guys too.
Isn't there any end-point which makes us fetch direct messages of a user, is it?
Yes, there's no way to fetch direct messages from a user. Checking the scope list is a good way to list the available granted permissions a user can provide: https://developers.tiktok.com/doc/tiktok-api-scopes/