My phone is new and no where on the web nor the manual was I able to find vital instructions alerting me that "EDIT" in MESSAGES = DELETES the message. Since iCloud wasn't recognizing nor was iTunes, my phone, I spent 2 occasions at a couple of hours each, getting that cleared up, so no back ups had occurred!
What I have found out from the support staff, is that there is no way to see messages that were deleted.
It does not work like email with a Trash bin.
I have to get an app that will keep them, or BACKUP, which is one thing the cryptic instructions manual needs to provide and focus less on the bells and enticing features. Some bare bone instructions focused on the critical first things to do for the NEWBY iPhone user🙂