Messages with a specific contact disappear after a month

Smart Phones neither have the intelligence nor has the hostility. Hence we need to look at our device settings and the way we synchronise our smart phones with Mac/PC/iCloud and also how careful are we in sharing our sensitive and valuable information with friends and family members.

Be careful when sharing the device's sensitive and valuable information with friends and family members.

Thumb Rules:

1. Enable  Guided Access before handing over an iPhone to kids
2. Don't share Apple IDs
3. Don't Jailbreak
4. Don't share sensitive information pertaining to your device and payment methods
5. Is this your corporate iPhone? Do you have any profile installed by your corporate / organisation / enterprise / School Management? Then please contact the system administrator of your corporate / organisation / enterprise / School Management. If you have installed it on your own --> Install or remove configuration profiles on iPhone - Apple ...

Delete a message or conversation

When you delete a message or conversation, you can't get it back. So make sure that you save important information from your messages.

I cannot explain why it would only happen to a specific contact, but try checking Settings --> Messages -> Message History -> Keep Messages

You have the choice of 30 days, 1 Year, or Forever.