Is there a way to store sensor messages?

Currently we're only storing the numeric results of the actual sensor. There is a built in solution in PRTG for cases like that - the Syslog Receiver Sensor. It will keep the syslog messages up to 400 days, and you can search the results to include only certain sensors or search within a certain timespan.

Setup

1. Create a syslog receiver sensor and set the "Purge Messages After" to 400 days.
2. Create a new notification, and set it to the following:
   1. Notification Summarization: Always notify asap
   2. Enable "Send Syslog Message" and use the following settings:
      1. Host/IP Your PRTG hostname
      2. Syslog Port As configured in the syslog receiver sensor (default is 514)
      3. Facility User-level messages
      4. Message [%deviceid|%device] [%sensorid|%sensor] [%status] %message
   3. Save

Then add the notification to the sensors you want to log just as any other notification, preferrably either in the root of your object tree (so they're inherited by their child objects) or via libraries. See also the Paessler website: How to set up notifications via the PRTG web interface.
Set it up for the corresponding triggers as well. The end result will look something like this:

Please note that the syslog receiver cannot be reported upon. So this merely acts as a searchable sensor message archive with a retention of 400 days. If you need more features, feel free to check out the KiWi Syslog Server, which also comes in a free version, which should be sufficient for most scenarios :)