Welcome to Android Central! That might be due to an MMS message that arrived when your phone didn't have good mobile data (since MMS requires mobile data, not voice signal or wi-fi). It'll hold it for only a certain time, but if you don't get a good mobile data signal in time, the message will expire. MMS could be a picture text, a group text, a text that includes emojis, or a text that exceeds the 160 character limit for a single SMS message.