Thanks for reaching out in Apple Support Communities. I understand that you're missing messages from a certain contact and you'd like to know if it's possible to recover them. I know how important messages can be; I'm happy to provide some information. The only way to recover a previous conversation in Messages would be to restore an iCloud or iTunes backup from when the conversation was still present. If you'd like to attempt this I'd recommend creating a backup of your current information first. I suggest this because when you restore a backup to your iPhone all current information will be overwritten with that of the backup; the exception being any information that's currently syncing with iCloud such as Contacts, Calendars, Reminders, and iCloud Photo Library. To create a backup use these steps: How to back up your iPhone, iPad, and iPod touch