I hope your settings are now set to 'not delete' - you then have to manually delete messages which is a pain but at least they are there.
Just a couple more thoughts, not sure if they are even possible.
Contact the Helpdesk to see if it is possible to forward a message.
If he replied to a post in a forum, perhaps another post in that forum might reach him.
But it would be nice to check if someone is here even if they have blocked messages. I fear that battle is lost :cry2: