“While” here means occurring at the same time as a conjunction. To avoid ambiguity, my suggestion clearly indicate that, when you already have pinned a more recent message, whether or not to pin another one which is written earlier, so the result will be two pinned messages, but all previous translations are not as such clear as my version.

I have to use "保留“(keep), so it's clear that the more recent message has already been pinned, and only the action of "pinning an older message"is meant here.

You might want the "还” you used here to be be interpreted as " 'still' want to pin a more recent one?" But it might also be interpreted as "also"want to pin... (Which suggests the action of pinning a more recent one)
And i think using comparative is not necessary just for the clear understanding of this.
In sum. your translation might be interpreted as: "While pinning a new message, do you also want to pin a older message?" (which has two actions)
If we really have to use comparative, it can be"在保留一条新消息置顶的同时，你想置顶一条更早的消息吗？“

Mine use of the superlative"最新"(most recent) can be used because:
This Telegram confirmation dialog is applicable by just having a most recent message pinned. you don't have to refer to all the newer message that's pinned. Using"更新”will be easily misunderstood as"Update". But mine use of "most recent" makes the meaning clearer and easier to understand in , so it still fits. (After all it's easier to say "a more recent..." in English, but it's not when I rearranged the language structure to say it in Chinese. )
:D ha ha!

Of course your translation is better than the ones before, but it's just not clear enough. : )