I selected "Forever" in the "Keep Messages" section of the Options for the SMS/TEXT but the messages that I was keeping more than one month ago have disappeared. Where did they go? How do I get them back?

How much free space is on the BB - Options / Status will tell you...

8279332 Bytes

That's pretty low - as memory gets lower than 12-14mb, the device will start to delete items.

Make sure that there are no videos, pictures or ringtones in device memory. The more memory, he better.

First thing to do is to pop the battery out and then in; see what the free space is then.

Well NJ is right; your memory is too low. Take back up of your old and unnecessary data and clean up the device memory.
This will not only solve your issue but will enhance the performance of your BB device too.
Hope this resolve your issue.

And to answer your question - you can't get them back unless you have them in a backup file somewhere. Then you could restore them.

But for sure you need to free up some memory first, otherwise they will just disappear again.