...
Sign in with global admin and run the following query:
https://graph.microsoft.com/v1.0/chats/{conversation id}/messages?$top=50&$orderby=createdDateTime+desc
Example of the query with conversation id:
https://graph.microsoft.com/v1.0/chats/19:2f8ffc4b-cd7d-4c6a-b20b-4e70607a9c91_d272ee0e-a99e-4a5a-98fc-1bbe0213417b@unq.gbl.spaces/messages?$top=50&$orderby=createdDateTime+desc
The results will be returned in the frame below, it will include data of the last 50 messages of the conversation. The value 50 is the maximum, it can be reduced to any smaller value, like 10.
...
You can search within the returned results for your chat messages (use Ctrl+F):
...