Hi there Rst902,
It sounds like your messages may be indexing if you're seeing a spinning gear when attempting to access those specific threads. Keeping that in mind, we'd like to learn more to see how we can help.
Did you recently update your iPhone? Which exact iOS version is listed in Settings > General > About, next to Software Version?
Also, did you recently turn Messages in iCloud on in Settings > Messages? Learn more about how Messages in iCloud works here: Use Messages in iCloud - Apple Support
Do you have iMessage enabled with both your Apple ID and phone number selected in Settings > Messages > Send & Receive? Have a look at this link for details: Set up Messages on iPhone - Apple Support
If you open Messages, then tap Edit and select 'Show Recently Deleted', do you see those conversations there? This link provides more information: Delete and recover messages on your iPhone or iPad - Apple Support
Send over these details, and we'll take a closer look from there.
Thanks!