I have DMs going back 10 months. Gossip isn't deleting local DM events (unless you are purging the database).  But also, when we subscribe to a particular DM channel, there is no "since" field, we load all events in that channel (the DM channel is you plus the other party or parties (can be multiple with upcoming giftwrap DMs)).  Eventually we may need to optimize this but most people don't have thousands of messages to a single other person, so we just load them all again right now.

So if you click into a DM channel and wait, and if the events are on your inbox relays, they should get loaded and display.

If not, I guess we can try some debugging.