How can I recover messages from a blocked contact on my iPhone 16 Pro?

I blocked a person/number on my iPhone 16 pro and I had contact with that person on a different platform and they told me they sent me a message and they said it shows delivered on their side. But I never got the message cause they were blocked. I have unblocked that person and no message has come through. Is there a way to retrieve that message?

[Re-Titled by Moderator]