Hello

Assuming you don’t house your messages in iCloud, they are saved on your iPhone backup. Restore that backup to retrieve the messages that were present when the backup was created.

Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

You can check the Recently Deleted file. You can also check to see if it was synched to your iCloud Account or if it was included in a recent back-up. If in none of those places, it is probably gone for good.