Digital signature with proxy delegation, which is a secure ownership enforcement tool, allows an original signer to delegate signature rights to a third party called proxy, so that the proxy can sign messages on behalf of the original signer. Many real-world applications make use of this secure mechanism, e.g., digital property transfer. A traditional digital signature mechanism is required to bind a message and its signature together for verification. This may yield extra cost in bandwidth while the sizes of message and signature are relatively huge. Message recovery signature, enabling to reduce the cost of bandwidth, embeds a message into the corresponding signature; therefore, only the signature will be transmitted to the verifier and the message can further be recovered from the signature. In this paper, we, for the first time, propose a novel digital signature scheme in the identity-based context with proxy delegation and message recovery features and, more importantly, our scheme is quantum resistant, in a particular lattice-based signature. Our scheme achieves delegation information and signature existential unforgeability against adaptive chosen warrant and identity. Compared with the seminal lattice-based message recovery signature, our scheme is independent from public key infrastructure, realizes delegation transfer of signature rights, and compresses signature length ulteriorly. To the best of our knowledge, this paper is the first of its type.