the_password_form functions not working together

You have to control the order of execution. To do that, use the third parameter for add_filter(), the priority. A higher priority equals to later execution.

add_filter( 'the_password_form', 'my_password_form', 9 );
add_filter( 'the_password_form', 'wpse_71284_custom_post_password_msg', 10 );