I've potentially have had some messages not come through to email. I've seen the user has reached my thank you page but I don't always receive a message. Are these stored anywhere in the Database to check?
Based on that code I see on github (I'm assuming you're referring to this plugin) I'm afraid they're not saved to the database.
However craft logs each mail succesfully sent with its internal mailer so you could check your log files to see if any are missing.
The log messages look like
Successfully sent email with subject: xyz
That should give you an indication of how many are missing, as for the actual content, there I'm afraid you're out of luck as far as I know.
There is a support article here that deals with email delivery issues in Craft/PHP and some workarounds to improve the chances of successfully delivering them and tips for debugging the ones that don't make it.