Chat message - retention?

Hi, difficult to say what's happening here with no insight to your org. config. If no retention is configured then the deletion of customer data will occur according to what's called "active deletion" (at most 30 days). But then you have retention options that would keep the data for administrators when doing compliance searches using eDiscovery. As you've already said, you should talk to your IT folks.

Btw, as it's a file that was found and not a message it's probably stored in SharePoint (shared in channel?). If a personal shared file then it would be in that users OneDrive and that data will also be deleted as a default setting 30 days (but can be configured), and at most be accessible for an administrator for 93 days.