If you have PM notifications via email enabled then you will receive the entire message in your email.
If the message is still in the senders outbox, then theymos and Cyrus can recover the PM for you. If the PM was in your inbox for more than 24 hours (if it was there as of when PMs were backed up that day, which happens every day), then theymos can recover the message for you. In either case, recovering the pm will take some amount of time, and theymos may not take the time to recover it for you just because he can.
It's obvious that the opportunity of recovering PM's is there, but since OP doesn't know who the sender is, isn't it required to notify the sender first when it comes to recovering the PM in his outbox?
But since there is no sender, it's practically impossible to notify someone, unless an admin asks for permission directly to that person.