Are the things that didn't transfer actual MMS or are they iMessages? I know that Apple present both in the same app, so it may not be easy to tell, but iMessage is an Apple-only format and I'd be a little surprised if that did transfer (I know Apple wouldn't want them to - this is not an anti-Apple bias by the way, I'm typing this on a Macbook Pro, I'm just realistic about all companies putting their interests first and it's no secret that Apple regard iMessage as one of the ways they lock users into their products).
How did you do the transfer? I've not done a transfer from an iPhone to Android for a long time, so that information won't help me answer it, but it might be that someone who does know will read it.