Pete, he asked "and HR afterwards", so they necessarily went away?
As for me: still experimenting to get back ALL my SMS/MMS. So I've HR the 535 and started from sratch. SMS are slowly coming back.
However, it seems something is broken since early Dec. Most messages are back on the 950 and now on 535 but
a) according to contacts+messages app, I have 27 620 SMS and 266 MMS on my (daily driver) 640. Only 17 724 SMS and 110 MMS are back on 950/535 (other lumias on W10m)
b) no Skype messages were restored on 535 nor 950, no matter which build. I can see them on PC (Modern app Messages)
c) Even for a simple conversation yesterday with my wife (let's say 10 messages), 2 are missing. I don't know were they saved and restore is broken, or if these messages were not saved.
Everything was nice on 10581 and 10586.11 until beginning of Dec (it started to stall just before .29 release)