This has happened twice this week, not quite the same and its an older Iphone I'm using...
I messaged someone, after which a comment appeared such as who is that, then a reply saying it was from Harry. The two messages obviously wasn't for me, but then seconds later they disappeared.
Today similar happened, someone sent me a message saying they were not going to be able to turn up, I replied with a message expressing my disappointment, I then briefly saw message asking if I was OK. As I was replying to that, the message asking if I was OK disappeared. The 'are you OK', seemed to fit the thread.