Hello Cantitjustwork,
To help us get a better understanding of the issue, we’d like to ask a few questions.
1. Were any changes made to your device or settings before this happened? If so, what changes were made?
2. Are you using Messages in iCloud? If so, is that conversation missing from all devices?
The above details will help us plan how to proceed.
Let's also check and if the conversation is in Recently Deleted. This page explains how to check, and outlines how to recover deleted messages, which may help: Recover deleted text messages on your iPhone or iPad
"How to retrieve a deleted message or conversation
- In Messages, tap Edit on the conversations page. If you previously turned Message Filtering on, the Edit button doesn't appear. Instead, tap Filters on the conversations page.
- 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. If you delete a message before you update to iOS 16, iPadOS 16, or later, you can't recover that message."
Thanks!