If you need to save a copy of a text message from your phone, you can use the Share function.
First, open Messages, and open the conversation containing the message you want to save.
Long-press on the message bubble (i.e. the grey area in the image above). A menu will appear with some options.
If you long-press on the text in the bubble, your phone will copy the text to the clipboard. You need to press on the grey bubble area.
Select Share. Along the bottom of the screen, you'll see all the apps you can share to.
It's up to you where you want to send the message, but if you need to keep hold of it, select OneDrive and then follow the on-screen prompts. The text message will be saved as a file with the time and date. For your records, you may need to add the phone number and context for the message.
