Hi jpdemers,
Wondering if this is for recent conversations , or maybe just older conversations are being automatically deleted.
You might want to check your settings ... eg: messages may be being deleted after 30 days, if so, maybe select longer.
Change General preferences in Messages on Mac – Apple Support
ie: Messages > Preferences, > General > Keep Messages
Or, if that's not the answer for you ...
You can change what you see in the left sidebar:
eg: Try this
Click "Window" in the top menu bar, and click "Go to next conversation" in the drop-down window
The conversations should appear in the left sidebar, with a conversation open ready for use.
or experiment ...
Click the search (magnifying glass" to change the left sidebar
While there, click the small round icon on the right of the search entry-field to change again
Hope this helps put you more in control.
All the best :-)