Even years later, Twitter doesn’t delete your direct messages

Saini found years-old messages in a file from an archive of his data obtained through the website from accounts that were no longer on Twitter.

But, in our tests, we could recover direct messages from years ago — including old messages that had since been lost to suspended or deleted accounts.

As if we needed more assurance - "deleting" something from social media does not mean it's actually removed. The smart thing to do is to assume that all the tech giants are keeping your data forever. Recall that, as I've written in Technological slavery - you can get arrested for apparently innocent stuff you post on social media - so it's better to avoid them.