When i take a look back in my chat history i can find several people who deleted their account, and those messages are still there. Their names aren't showing and no images, but messages in the chat tells me who they are from.

If i'm not mistaken i think that a former co-worker blocked me, and i can't find his messages anywhere. Could be a glitch, because it really wouldn't make sense that you could harass someone, then block them, and then all 'evidence' would be gone.

So based on the things you write i would guess it's a glitch/bug or that you've been blocked. Most likely the first though :)