You could try by using a specific contact's history... Open the contact's profile in People hub (the one who sent you those SMSes), swipe until you reach "History", leave it to sync for a few seconds, scroll down and tap on "More" (I hope it says "More", mine is on Croatian), choose "Show older texts and calls" (again, look for something like that, it should be the first option), it will begin searching the entire conversation history you have with that contact...
Don't let the screen go out, it will stop the process. Eventually, it will stop syncing and you can then tap on accented time frames (yesterday, this week, etc...) and try to narrow it down. When you tap on a message you want to see, gently scroll up and down if it doesn't show up the message immediately.
The only problem is, every time you go back to the history, it will load everything again, but it'll go much faster.
I hope this helps and that I haven't made it too complicated.