When I use Skype for Business, historical IM messages are not saved for me to be able to see. Is it saved in the background, and do the HR or legal department of companies have the ability to search through their messages?
Not directly but if you give legal a reason they'll look no doubt.
Everything should be saved in the large outlook data file, it policy would determine if these are mirrored (assuming you are on company domain). If company does not keep backups you could scrub the local data file, else you would have to access the server copy and scrub it.
A friend of mine was business planner for Lync way back in the days. They figured out that the lifetime cost of saving everything that a employee did was ~95USD. This was in 2009.
I just assume that anything I type, say, video, etc on any company equipment and/or network is available to them for any reason.
It is saved. You can even view the history yourself in "Conversation History" folder in outlook
They have to be able to save it for legal reasons. If they do varies by company
If you are not in Europe then itโs saved forever. Storage is cheap.
Everything is saved in outlook