I have found a similar workaround that doesn't involve a colleague. Hover over the search result you do find and click "..." then "Pin". Now go to the conversation, and click on the pinned message at the top of the chat. You will be taken to the full conversation surrounding the individual message you found.
This is great! This certainly is the best workaround I have seen. I can't believe this works, but I tried it and it does.
And if this works this means MS Teams has all the data in question, why wouldn't they make it easier in exposing?
MS Team crew: Wake-up please, this needs to be fixed, it's a huge design flaw in teams.
The only downside to this approach is that it PINs the message for everyone in that chat. It could be a large crowd of people there and may wonder why you pinned it. It also records that you pinned something, and records that you unpinned something when you are done. Still, not a deal breaker, and still certainly the best method to locate messages with context.