can I delete someone's number but save their texts?

I broke up with someone I still care about. I'd like to keep our text exchanges for sentimental reasons, but I also don't want to ever text them or call them again. If I go to their contact file and delete their phone #, the text messages aren't associated with that person... but the messages still have a phone number attached.

Is there a way to take the phone number off that exchange? Or, a safe way to export the messages for old time's sake and then I can delete them?