Same issue, 6s backup to a replacement 6s and both devices are 9.0.2. Original 6s was wiped and Apple has it, so at the mercy of the my iCloud backups. I tried various icloud backups. Complete message history missing, no call history, and shared photo albums were gone. After multiple attempts the shared photo albums came back, but no Messages. Pretty upset about losing that data, Apple support tech was lazy and actually told me "messages are no longer backed up in iOS 9 with iCloud backups", and that Apples support article that states they are "hasn't been updated". What a crock!
Description:
1. My new 6s was replaced yesterday at Apple Store, iCloud backup successfully completed prior to swap.
2. I knew that the replacement phone probably didn't have 9.0.2, which my original phone was on. So setup replacement as new iPhone, updated to 9.0.2, and then erased all.
3. Restored iPhone from iCloud backup, after initial progress bar for the restore completes the phone restarts and sits at a white screen with the Apple logo. It never progresses past this point on its own, left it overnight last night just to make sure it wasn't just time. Have to hold down sleep button to turn off phone, then turn back on and the restore proceeds after that. (I have tried this 4 times now)
4. Phone will restore all apps, settings, but all Messages/SMS are gone. During the restore process I can go into the storage settings and see that Messages are using 1.5GB of data, but by the end of the restore it is reduced to 21.0MB.
5. I am at the mercy of my iCloud backup 😟
I have not tried going back to 9.0 or 9.0.1 yet, but am pretty upset that my backup from my original phone to replacement phone is having this problem. When I upgraded to the 6s from my 6, the iCloud restore worked like it is supposed to. I will try downgrading to 9.0 and seeing if the restore works. I don't have a local iTunes backup unfortunately, the swap was done at a store that isn't near my house so couldn't make the iTunes backup beforehand. (Can't do this, Apple only signing 9.0.2 now, can't try a previous iOS)