I know there have certainly been occassions where I have accidentally deleted a message from my phone. Once a message or message thread is deleted it would no longer be available on the device. However, if you are aware that the device was backed up prior to deleting the messages you may be able to restore from a previous backup to view those messages. Take a look here to see how to restore from a previous backup https://support.apple.com/en-us/HT204184.
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