Retrieving lastest message between two users, for one particular user

I have been reading a few of the questions with a extremely similar scenario to mine but I cannot get it to work. I am using SQLite.

I have a table, message, with the following columns:

id

sent_id (sending userID)

received_id (receiving userID)

content

created_at

What I am trying to do is retrieve the latest message between user 1 (the logged in user) and all the users they have sent or received a message to.

Thanks,

Brett