This isn't done in eDiscovery as that will audit services, not apps (and thereby content) on devices.
This would be in Intune, assuming the device/app is enrolled and the user opted in for personal data collection. If it's BYOD and they opted out (only allowing email to be connected for instance, and you can manage just the Outlook app as an example) then you wouldnt be able to export texts, but if you enrolled the device before issuing to the user than you'd be able to export texts.
Here's a link on Intune text exports, if it's enrolled and their SMS app is in scope to be exportable. https:/