Will deleting messages from my MacBook Pro remove them from my iCloud?

Hello cocoy_marz,

Thanks for asking the Apple Support Communities if deleting Messages from your MacBook Pro also removes them from iCloud.

Yes, if you have Messages in iCloud enabled, deleting them from one device also deletes them from iCloud, and then from your other devices. To see if you have this enabled, check the settings in this help article: Keep all your messages in iCloud - Apple Support

Thanks and have a wonderful day.