Photos in iMessage disappearing when I have not deleted them

I have two iPad pros and iPhone 15 Pro Max and a MacBook Pro all are running the latest software as of today November 19. When I go to find a photo that someone has texted me I go to show all there’s only a few photos in there and then a white box or two with question marks. I need some of these photos to make this person a birthday card! I have enough room on my devices where I save my iMessages forever so the photo should not have gone anywhere unless I physically deleted them which I did not. Help and thank you.