The question is if you get change history in case the confirmation was entered by IDOC in POs that are not yet archived.
If this is positive, then those changes should not get lost with archiving, which I would consider as a bug if this can be proven.
A manual deletion by a user would not erase change history, contrary it would add even more change history to document this new change.
So I would suggest to look for a similar PO in your test system where you can find change history for order confirmations 0005 and 0006. Use SE16 for table EKES to find POs with such confirmations, then check the change history. Then archive this PO and check if you have the same situation like in your question, that those changes are lost.
If you can find those changes in your test, then this would be an evidence that they did not exist in above case.
if you cant find the changes anymore, then it is a case for service.sap.com/notes