Third-party client mods like MessageLoggerV3 save local copies of all incoming chat.
Users can request a copy of their personal data via User Settings > Privacy & Safety . However, this typically only includes messages that currently exist; manually deleted messages are usually excluded from these archives. Methods for Viewing Deleted Messages recover-deleted-messages-on-discord
Because there is no "undo" button, recovery relies on logging messages they are deleted. Description Bot Logging recover-deleted-messages-on-discord