For individual DMs, take screenshots of important conversations as they occur.
Request your Discord data package every few months to maintain a local archive of your existing history. Requesting a Copy of your Data - Discord Support recover-deleted-messages-on-discord
Be extremely cautious of "recovery services" or tools that ask for your Discord token, password, or to run code in your browser console. For individual DMs
When a user or moderator deletes a message, it is purged from Discord's active databases. recover-deleted-messages-on-discord
Can see both deleted and edited messages. Cons: Violates Discord's Terms of Service and can lead to account bans. Data Scraping Tools
Only use reputable bots from verified developers to log server activity. How to Prevent Future Loss