How can I retrieve a deleted iMessage if using iMessage in iCloud?
There is no web interface to view or undelete or recover data for messages. Some data sources do have this at https://www.icloud.com/settings/ so you might check that periodically in case it gets added in the future.

Any device backup to iCloud or to a computer (iTunes / macOS / Apple Configurator) would be your best bet if you don't want to pay a forensic data recovery specialist or general data recovery company to try and recover artifacts from the storage on iOS.