How can I recover messages that don't show up in the Messages app?

I recently received a message that appeared on my lock screen, but when I looked in the Messages app on my iPhone, it was gone. The message was sent while my phone was turned off due to a dead battery. Please let me know why the message is not appearing in the app and how to recover it. Thanks.

I am using iPhone 11 with iOS 17.5.1

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