I don't see the "recently deleted" option in Edit/Messages

Go to Settings/Messages/Unknown & Spam and turn on Filter Unknown Senders.

Then in the message list, tap Filters

then on the Filters screen:

harryfart wrote:

I deleted a message and then the "Recently Deleted" showed up. But any messages deleted prior to installing IOS 16 do not.

Correct. Previous versions of iOS had no place to put deleted messages.

When you are on the Message list page, tap Filters in the upper left, then Recently Deleted.

If you don’t have Filter Unknown Senders enabled, tap Edit at the top and you will see: