Unfortunately my belief is that your already sent messages is lost to you, unless you ask the recipient to copy/paste and return it to you...but there is a method to mend the issue for future correspondance.
You always get the option to save messages as you write them, by ticking the "Save a copy in my outbox" option, found at the bottom left of the textfield.
The permanent solution, is to click on "My Messages" at the top menu, and then "Change Settings" found under "Preferences" in the left side menu.
When there, you´ll see an option to tick "
Save a copy of each personal message in my sent items by default", do that and it should work for every message you send in the future Ola Will check if we can´t fix this for all at once somehow, as it is somewhat of a nuissance, not being able to check what has been sent or said allready.