HI Dhruv Batra,
Thanks for reaching out.
You first need to get the conversation id, that you can get from any message in the whole trail and try to get messages using the conversation id filter as mentioned in the following url
https://graph.microsoft.com/v1.0/me/messages$select=conversationId,subject,from,body,receivedDateTime,id,hasAttachments,toRecipients,ccRecipients,bccRecipients,replyTo&$filter=conversationId eq '{conversation-id}'
The response contains all the messages for that conversation.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".