I DO know the sender and what the message should be. It's a pal of mine who's son is struggling with some college maths questions and he's trying to send me them as I'm pretty good at that sort of thing and I want to help him out.
When I send long text messages they change to mms when they are over a certain size. This didn't happen with my old Nokia but just went as multiple texts. Perhaps that sort of thing is happening to incoming messages too, though THIS one is definitely a separate file.