Does iOS now delete text messages on iPhone without warning?
Have you changed any of your iMessage details in that time frame? 

As I understand it, if anything changes in your iMessage settings (for instance, removing a 'receive at' or changing the account you use, your phone will purge all of the messages it no longer thinks belong to it (as, I suppose, you would expect). However, I added an email address to mine fairly recently and all my iMessage history with my mum vanished. 

I would check with the other party and see if they still have the record - if so, then your phone has elected to purge it and probably thinks you don't need it. If not, is there a time limit on iMessage storage on Apple servers? (seems unlikely and that shouldn't cause it to purge from the phone).