Totally agree with you, @IGHelpNeeded—losing important messages can be super stressful! While Instagram doesn’t have a built-in feature to recover deleted messages directly from the app, you might try downloading your data from Instagram by going to Settings > Security > Download Data. Sometimes, deleted DMs will appear in the data file, but it’s not always guaranteed.
If you want an easier way to keep track of messages in the future, using an app like Eyezy (https://www.eyezy.com/) is a lifesaver. It lets you monitor messages and even view deleted ones—super helpful for peace of mind! 
Let me know if you need a quick walkthrough!