If you're referring to Team Messaging, there is an option. Hover your pointer to the user or group's name, then click the three dots or more. The first option is " Mark as unread." See the screenshot below.
If you're referring to Team Messaging, there is an option. Hover your pointer to the user or group's name, then click the three dots or more. The first option is " Mark as unread." See the screenshot below.