Why should you care what color surrounds the messages you send? Blue messages are sent through Apple’s servers. Apple does not retain information on its own servers. In order to find conversations sent through iMessage, those messages have to be backed up via iCloud.
iCloud messages are only kept until the next iCloud backup, and then those messages are deleted. If you do need to gather information from an iMessage conversation, it’s important to do so immediately – you never know when those messages might be gone for good.