MySQL 8.0

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CREATE TABLE participants(id int,
              user_id int, 
              conversation_id int,
              updated_at datetime);
              
INSERT INTO participants Values(1,1,1, '2022-01-03 00:00:00'),
                               (2,2,1, '2022-01-03 00:00:00'),
                               (3,1,2, '2022-01-03 00:00:00'),
                               (4,3,2, '2022-01-03 00:00:00'),
                               (5,1,2, '2022-01-03 00:00:00');

CREATE TABLE conversations (id int,
                            updated_at datetime);

INSERT INTO conversations VALUES (1, '2022-01-03 00:00:00'),
                                 (2, '2022-01-03 00:00:00');
                                 
CREATE TABLE messages (id int,
                       participant_id int,
                       conversation_id int,
                       message varchar(50),
                       updated_at datetime);

INSERT INTO messages VALUES (1,1,1,'test msg 1 room 1', '2022-01-03 00:00:00' ),
                    (1,1,1,'test msg 2 room 1', '2022-01-05 00:00:00' ),
                    (1,2,1,'test msg 3 room 1', '2022-01-07 00:00:00' ),
                    (1,3,2,'test msg 1 room 2', '2022-01-03 00:00:00' ),
                    (1,2,2,'test msg 2 room 2', '2022-01-04 00:00:00' ),
                    (1,1,2,'test msg 3 room 2', '2022-01-05 00:00:00' ),
                    (1,1,1,'test msg 4 room 1', '2022-01-14 00:00:00' );

id	participant_id	conversation_id	message	updated_at
1	1	2	test msg 3 room 2	2022-01-05 00:00:00
1	1	1	test msg 4 room 1	2022-01-14 00:00:00