Hello Fanshi,
If the message has been deleted you will not be able to see the deleted message. However, you can try an eDiscovery (Premium) and the Microsoft Graph Explorer to search for and delete chat messages in Microsoft Teams.
This feature can help you find and remove sensitive information or inappropriate content. This search and purge workflow will also help you respond to a data spillage incident, when content containing confidential or malicious information is released through Teams chat messages.
Check it here is this works for you.
https://learn.microsoft.com/en-us/microsoft-365...
Let me know if you need further help.
Kind regards,
Jayzar