They are probably still there. You might not understand yet how
"conversations" work in Gmail.
If the messages were replies, then they are grouped together in a
conversation. Only the unread messages (or the last message if they have
all been read) is fully visible. The rest are shortened to a single line on
your screen. But they are all still there, until you delete them!
When displaying one of your replies that seems to have made the earlier
messages disappear, look at the top of the message, just underneath the
email subject. Those previous messages in that conversation, that you have
already read, are there, just "collapsed" into single lines with the
sender's name. Click on it to open it.
Or locate the "Expand all" link to the right of the messages (above the
Sponsored Links ads) and click that.
If your messages actually were deleted somehow, you can locate them in the
Trash, for up to 30 days, assuming you do not Empty the trash.
Andy