If you could not find the lost/deleted data by choosing Recover Data from iOS Device, this is probably because the lost/deleted data has been overwritten. As soon as you realized that you've mistakenly deleted or lost important data, you'd better not use your device for anything. Any new operation on the device like sending/receiving messages will overwrite your lost data and make them unrecoverable.
If you've backed up the iOS device with iTunes before, you can use the second mode: Recover Data from iTunes Backup File.