Facebook Messenger missing message & call history?

Hey guys! I received a message from a Facebook friend, it's a short message and I have read it several times, but when I checked it again, it disappeared! 

Also, the day before I received this message we had a voice call and the call history of that day disappeared too! I want to retrieve the message and that call history.I tried downloading a copy of my Facebook data but it didn't work. Please help!!! Thanks!!!!