A missed call will show in the call log, but unless the caller left a voicemail there's nothing to "Retrieve", any more than when your home phone rings and you don't get to it before the caller hangs up.
There shouldn't be any missed texts - any texts you receive should be in your phone. If someone claims they sent you a text and you didn't receive it, there could be a number of causes. The most common one is that you were on an iPhone before and never disconnected the iPhone from iMessage before you switched to an Android phone, or the caller sent you an iMessage, not a text (they're not the same thing).