@neilhimself Ooh, my mistake, I see what you're saying. You have the content but the identities of those you're DM'ing are missing.
If you open the downloaded archive file itself you can get the "senderID" (an ID number) for each of the DMs and then can look up that ID on a site like TweeterID (https://tweeterid.com/) to see who that is.
There should be an easy way to automate it, but I don't know if anyone has yet.