Where can I find ‘show recently deleted messages’?

You need to have iOS 16 installed on your phone

The messages must have been deleted....after...you installed iOS 16

The messages must not have been deleted more than 30 days ago

Tap Settings then tap Messages

Tap Edit in the upper left corner of the screen

Tap Recently Deleted to see messages that meet all of the qualifications above

If the message that you want to retrieve does not appear, then it does not meet the qualifications above. If Recently Deleted does not appear, then there are no messages that meet the requirements above

By using the instructions provided in the support article that led you here.

But in order to see that option you must have deleted messages while your iPhone is using iOS 16 or later. You cannot see it if you deleted messages using the XR with an earlier iOS version.

Regards

Giulio