Archived Apple Messages - How to print or reactivate
Double-clicking any of those archived messages will reopen that conversation in Messages app.

If you Search in Archive for the caller name [or number if there's no name] then open the most recent archive, that ought to import the entire conversation. If in doubt, bulk-select all the relevant archive files,  Cmd ⌘    O  will open them all &amp; you can test the newest against the earlier ones. Empirically it does seem to work, but I've only tried it with a couple of test cases, &amp; not any of my 'major' conversations.

Caveat…
Whether the conversation will open correctly in the main Messages window depends on whether you had Prefs > "Save History when conversations are closed" checked at the time you closed that conversation.
Without that checked, you can open it in a separate window, but I can find no way to re-merge it to the main window.
If it is checked, it correctly opens in the main window too.