SMS messages are saved in a SQLite database, not in individual files. And, depending on the SMS app you're using, you usually have to root the phone to get to the database. Then you need a SQLite editor (there are quite a few in Play), and enough understanding of SQL to find the right file, find the deleted message, find the active/deleted field, and update the record from deleted to active (or just read the data you need directly from the database if it's only an item or two that you need).
It's not for the average user. (If you have a developer friend who understands SQL, that person might be able to do it.
But rooting 4.4.2 isn't reversible (it should be, but anything done while the phone is rooted that can't be done without root could leave "fingerprints"). If you still want to, go to
https://forum.xda-developers.com/sho...2#post48709232, unzip the file, go into ioroot and follow the instructions. (You'll need a Windows, Mac or Linux computer.)