If you have enabled the 'disappearing messages' feature that automatically deletes messages from both the sender and receiver after a set timer has elapsed, we recommend that you also make sure to leave at least 1 'test/dummy' message at the beginning of your conversation so that this message always remains and your contact does not get 'removed' once the disappearing message timer expires.
Doing this will ensure that you and your contact's conversation always remains in your contact list.