Are they still on her iPhone 12 Pro Max? How did you migrate from her iPhone 12 Pro Max to her new iPhone 15 Pro Max? New iCloud backup on her 12 PM and then a restore backup, Quick Setup from phone to phone, or Encrypted backup from her 12 PM to a Mac or other Device using iTunes and Encrypted Backup and then Restore from backup over Wi-Fi or direct new USB-C cable to her iPhone 15 PM.
If she has message sharing on her 12PM via iClould then under >Settings >Messaging > Make sure Keep is set to "Forever" ( last option in the messages section on the Messaging Setting. If you scroll up in Messaging do messages keep loading it may take a few moments.
Check Again: today be for you start as Messages and imessage can take a while to load older messages.
Time for Another Quick Start making sure her 15 PM is updated to 17.0.2 be for Quickstart.
Dave