Hi @UtauyoNASE ,
You will have to play around with Sharepoint site permissions.
Note1: Every Private Chat has its own Sharepoint Site, unlike a standard chat, which is only a sub folder in a SPO Site.
In order for members to be able to access the contents of the Private Chat SPO, you will have to play around with Permission model. You will have to break the Inheritance and then manually add the members/group you would want to give access to.
Below steps for whole of the Private Chat Library:
Step1: Open Sharepoint site of the Private chat
Step2: Go to site contents by clicking on settings button and then Select Documents and click on Settings
Step3: Permissions for this document Library
Step4: Stop Inheritance
Step5: Grant Permissions and select the members you would want to have access to.
Below steps for specific Folders:
Step1: Open Sharepoint site of the Private chat
Step2: Select the specific folder/file --> Manage Access --> Advanced
Step3: Stop Inheritance
Step4: Grant permissions --> Select the members/groups you would want to give access to.