If you haven't set up your own personal relay yet, you can do that and store your content going forward both umbrel and embassy are offering an easy-to-install relay app
https://thebitcoinmanual.com/articles/run-private-nostr-relay/
If you want to archive your data from public relays or paid relays you can use this
https://github.com/patrkris/migstr
But there is a request on Damus to allow for exports