If your response is exactly as shown, then you don't need a regex: use string.Split instead:
string response = "AT+CMGR=2 +CMGR:\"REC READ\",\"+919529081800\", \"0\", \"0\",,\"11/02/21,20:06:38+22\"\n" +
"\n" +
"This is a test message,0,12,0\n" +
"\n" +
"OK";
string[] lines = response.Split('\n');
Ignore the first and last lines, and you have the text.