Your phone provider does not store text messages (imagine how much space would be required for how many texts are sent in a day.) Microsoft doesn't remotely store your chat history. If you have Messenger Plus! and a MyPlus! account you can log your chats and have them stored remotely but if you hadn't set this up there is no way to recover the chats.
Now assuming you haven't installed Windows on the same hard drive you could always connect it and run a program like
Recuva to try and recover the data.
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