Check the Archived Chats folder in Messenger
Use the Search bar in Messenger to look for the conversation or contact name
Review your Facebook Download Your Information file
Go to Facebook Settings and request a copy of your data
Check connected email accounts for message notifications or copies
Ask the other person in the chat to resend the messages
Restore from a device backup if you previously backed up your phone
Check any third-party messaging apps linked to Facebook
Contact Facebook Support if you believe the deletion was accidental and recent