My Top 3:
1)Check "Recently Deleted" Folder: Open the Messages app, tap Edit or Filters in the top-left corner, select Show Recently Deleted, and check if the messages from before mid-September are still available for recovery within the 30-day deletion window.
2)Review iCloud Backup Status: Go to Settings > [Your Name] > iCloud > Messages in iCloud to verify if syncing is enabled, or check the date of the last successful iCloud backup to see if an older backup predates the message loss.
3)Only if comfortable performing:
Perform a Full Device Restoration: If an older iCloud or local computer backup exists from prior to mid-September, resetting and restoring the iPhone SE from that specific backup can retrieve the lost message history.
GOOD LUCK 🍀