I lost my iPhone

The only way to locate any lost/stolen iPhone is through Find My Phone or a similar app. However, this requires that Find My Phone be setup/activated, on your phone, before it was lost/stolen. You would then login at iCloud.com & try to locate it. This requires the phone be turned on & have an Internet connection. There is no other way to locate a lost/stolen iPhone. Apple can't/won't help you, nor will your carrier. Report the loss to the Police, your carrier & Insurance company. Change all of your passwords.

Trying to figure out where the last message was sent from. Apparently, this is not possible.