Every message sent about an appointment is listed on the booking, with who sent it, when, and whether it was read.
Find the booking in the list. When anything has been sent to that client about that appointment, a "Show N messages" link appears under their name.
Expanding it shows each message in order with a timestamp, who sent it, and whether the client has read it — for example "Sonia → Emily · 2:15 PM · Running about 15 minutes late".
For everything a client has exchanged with anyone at your studio, open Messages and select them. Practitioner messages appear there alongside your own, under the client's name.