To echo James' response. It is entirely possible for someone to send you something for a number that doesn't belong to them. This will usually be criminals trying to get you to click a link and steal credentials. Whether this is likely will be dependant on the nature of the message received. If the message is generic and contains a link then sure it's a possibility.
If on the other hand the message is of a personal nature then the above is highly unlikely. It is far more likely to be a message that the originator is attempting to lie about sending. It takes 2 seconds to delete a single text message from a comment chain on a phone and requires zero skill. Without further information on the content of the message this is by far the most likely scenario.
There is a third possibility that someone in the friendship group sent the malicious message but I wouldn't even beginning digging down that path unless there is an specific individual with a grudge that has advanced technical skills.
Finally, the screenshot itself could be faked. There are plenty of web-services that allow you to produce fake text message chains.