Restoring iMessage conversation from Mac to iPhone

I accidentally deleted a conversation on my iPhone 11 Plus but it’s still visible on my MacBook Air iMessages. I’ve already tried:

• Signing out and back in to iCloud

• Ticking all the addresses and Enable Messages in iCloud in Messages>Preferences>iMessage

• Re-syncing Messages to download again

• Restoring from backup, twice, until I realised that because my Messages was toggled to save on iCloud it would have been deleted from there too

• Restarting my phone, obviously

The only thing I haven’t tried is to Sign Out of iMessages on my Mac just in case when I Sign In again, I loose the conversation that seems to have luckily remained there. Can anyone help with anything I’ve missed out on trying?