@A Ja Pramshafer I have taken a screenshot and pasted into OneNote, then right-click and copy text from image.
You should then confirm it copied correctly as the OCR may miss some things.
Real bulky!
Could also open message in new window and use a scrolling screen-shot capture, then OCR it. (You'll have to research which tool you want to use for that. Greenshot is one I've heard of.)
Instead, I recommend, open the conversation in a new window. Click just above the line separating the conversation/text/message from the people you're chatting with, and then do Ctrl+a, Ctrl+c to copy all.
Paste wherever then clean up what you don't want.
It also works if you click on something like "------- Yesterday ----------", or "------- Last Read -------".
On the Previous page (my post on 20241216) I posted how to eliminate the summary " by " lines and how to append the time to the sender's name.
P.S. The copy also works for a chat within the main Teams window but opening the conversation in a new window helps eliminate more unwanted text, like the list of all the other people you're chatting with.