Try a simpler route, check Archived and Message Requests.
Mobile:
Open Messenger. Tap your profile photo. Archived chats. Search the contact. If found, long press, Unarchive. Message requests, then Spam. You might recieve it there.
Web:
Open messenger.com. Click three dots by Chats. Archived chats. Message requests.
If the thread appears, send a new message to bump it back. This fixes threads that moved, not deleted. Fast, low risk, no installs.