Messages disappearing!

I received an iMessage during the night, I awoke and saw the notification and preview on my Lock Screen. When I unlocked my phone and went into messages, there was no sign of the message or in the thread by the person who I saw sent it. I've reviewed previous forums a few years back when this issue arose and none of those 'fixes' have resolved my issue. I'm unsure how many times this has happened to me and what I may have missed. Please help