Deleted iMessage

See the following from Delete and recover messages on your iPhone or iPad - Apple Support

Retrieve a deleted message or conversation

1. In Messages, tap Edit.
2. Tap Show Recently Deleted .
3. Choose the conversations with the messages you want to restore, then tap Recover.
4. Tap Recover Message or Recover [Number] Messages.

You need iOS 16, iPadOS 16.1, or later to recover deleted messages and conversations. You can only recover messages and conversations that you deleted within the last 30 to 40 days.

Recently Deleted won't appear if there aren't any recently deleted.

Also see: Recovering deleted texts and iMessages - Apple Community

Click on Filters (top left of your screenshot and then scroll down to Recently Deleted.