Check Archived Chats in Messenger
Check Message Requests and Spam folders
Download your Facebook information from Settings
Look for synced backups on your phone
Restore from iCloud backup if you use an iPhone
Restore from Google Drive backup if you use Android
Ask the other person to resend the messages or screenshots
Check email notifications if Messenger alerts were enabled
Use Messenger on another device where the chat may still be cached
Contact Meta Support for account-related recovery help