For auditing purposes you may need to pull user chat messages. Under admin > directory > live user chat, set your days of retained data to between 1 and 60 days. Then, logged in as a super admin go to admin > site settings > execute custom code and run the following:
<cfquery name="qry" datasource="#application.config.DSN#">
select (select username from userprofile where userid=chatmessages.UserID), message, sent from chatmessages
This will bring up a list of usernames, their sent message, and the date and time the message was sent.
If you want to pull the list of messages with recipients of the messages as well with full names in .csv format, please execute the custom code in the file linked below.