I am not sure what you mean by "get back" your direct messages. Like Zedinc pointed it, the DMs are not part of your archive (because I guess it would require to contain tweets from other people of your conversations to make sense).
Oct 11, 2017 Getting Started on Twitter? Do These 10 Things First Choose the right username. The first step in getting started on Twitter is creating your account. … How To Change Twitter Back To The Old Format Jul 10, 2019
Here's how you can go back to the old Twitter layout
How To Get The Old Twitter Design Back On Desktop - ValueWalk
Jul 16, 2019 · This should open another page. Once there click on Search Cookies to get the list of cookies. Here look for ‘rweb_optin’ and select it. Now scroll down and click on ‘Remove Selected (1)’ and confirm. This should work on Firefox and now you can go back and refresh Twitter to get the old Twitter. If you want to switch back, just open
How To Change Twitter Back To The Old Format Jul 10, 2019 How to get the old Twitter web interface back - The Verge Jul 26, 2019