Finding ALL your Facebook messages [on phone]
You’re probably aware that Facebook’s messenger includes a "Message Requests" section that filters out messages from people it thinks you don’t know. But did you know there’s also a "Spam" section beyond that?
It’s really important to check both of these sections occasionally, because Facebook can’t be trusted to always know who is and isn’t a legitimate correspondent.
These instructions are demonstrated on my Android phone. Other phones will be similar. For the computer instructions, go here instead.
Go to Messenger and tap on "Menu":

Then on "Message Requests":

Check for messages in both the "You may know" and "Spam" sections:

Reply to the ones you want, and delete the ones you don’t.
I hope this helps.