How to retrieve deleted messages

Generally, you cannot get messages back. Once deleted, messages are erased. If you have a device backup, and you do NOT use messages in iCloud, you can erase your device and restore it using the backup. You'll lose anything new since the backup was made.

You can check the recently deleted folder. You can also check to see if they were synched to your iCloud account or if they were included in a recent back-up. If not in any of those places, they are probably gone for good.