Depending on what arrangements there are in your country, the Government or Legal authorities might or might not be able to retrieve the contents of past messages even if "deleted" by both sender and recipient, but might still be able to obtain the ISP traffic records showing the messages' sources, destinations and dates.
If the supposedly-deleted texts had been saved on the PC, they might be retrievable in the same way as any user-"deleted" file, by forensic software, although that does need access to the computer itself.
If you have a menu called "Actions" or similar on your e-mail page's tool-bar, it may have an option called "Source". If it's anything like mine "Source" opens what's mostly machine-code analogues plus text comprehensible only to a programmer; but you might be able to pick out enough information to identify roughly the source if only by country, and help you decide if an apparently-genuine message is an attack. That is for the ordinary user: I imagine an IT surveillance specialist would have the software and skill to analyse the mass of digits and characters, so track the message's path through the system even if the text itself was not recorded by the ISP and might no longer exist.
Thank you for your thoughtful and helpful reply Durdle. So if you are knowledgeable enough and skilled enough or have access to someone who is then it's possible! Happy Wednesday! :)
This post was edited by RosieG at November 21, 2018 2:54 AM MST
Durdle 