Is there a way to get the message and other data?
Sure! There are a couple of ways - you can use the REST API to list all threads, then list all messages in the thread and then get the message content for each message. That will also include any attachments with a URL to download them. The other way to do this is the Cord command line interface to run these REST commands, so you can do it inside of a script and just dump the output somewhere.