Where do saved voice messages go? iMessage

Some time ago I saved an important voice message I received in iMessage. Where can I find it now? I can't find it in the chat history itself. Nor in iTunes, nor in Voice notes nor anywhere it seems.

I activated the option to "save indefinitely" in the message history settings. So I don't know why I can't find this specific one any more.

Do voice messages get saved somewhere specific if you press "keep"?

Thanks for your time!

PS I dod change phone in-between but I always restore (copy) the phone into the new one.