Messages on iPad are forwarded through an iPhone.
- On your iPhone, iPad, or iPod touch, go to Settings > Messages > Send & Receive. On your Mac, open Messages, choose Messages > Preferences, then click iMessage. Make sure that you're signed in to iMessage with the same Apple ID on all your devices.
- On your iPhone, go to Settings > Messages > Text Message Forwarding.*
Since you said the same iMessages is not on your iPhone there are only two possibilities
- The messages are deleted on your iPhone. Enable Guided Access before handing over an iPhone to kids
- The message is forwarded from another iPhone to Mac/iPad which uses the same Apple ID but a different Phone number. Please call the person (in your case Dad) who sent you the messages and get confirmation about the phone number to which the messages are being sent.