There is no magic involved in phones: you have to have a connection to receive messages. If you think otherwise you have misunderstood something. What type of connection you need depends on what type of message (which is why you've been asked that twice already):
* If you are disconnected from both WiFi and mobile data services you cannot receive any Internet-based messaging (WhatsApp, Messenger, Telegraph etc).
* If you are disconnected from the cellular telephone network you cannot receive SMS.
* MMS require data connection, but it's often handled separately from your main Internet connection. Most likely if data is off you will be notified but unable to read the message, but it may vary with the network (I don't know anyone who actually uses MMS). If your cellular connection is completely off you cannot receive them.
Some types of message.may be deliverable to other devices if your phone is discontinued, others (SMS and WhatsApp for example) cannot be.
Of course a pre-paid phone that has run out of credit can still receive SMS (in sensible countries that don't charge to receive) but would be unable to send. But that phone is connected, it's just the lack of credit that stops sending.