Updated to 16.1. Not given the option of Show recently deleted when I go to edit in Messages.

No. They were deleted before update

Then, those messages are gone.

Any messages that you have deleted.......after.......you installed iOS 16.1 will appear in Recently Deleted for about 30-40 days. After that, they are automatically permanently deleted.

The message(s) will have had to have been deleted........after.....you updated to iOS 16.

Is that the case?