How do I retrieve messages that were deleted?

Did you back up your phone? Did you sync it to iCloud? If not deletions are just that, deleted.

Restore the backup to retrieve the messages that were present when the backup was created.

Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

From your last backup of them.

No backup? No restore.

If you are using iCloud Syncing for Messages, your messages are not part of your back up. Once deleted, they are gone.

Yes, thanks. There is some lack of clarity whether the original poster uses iCloud Syncing for Messages.

sberman wrote:

Yes, thanks. There is some lack of clarity whether the original poster uses iCloud Syncing for Messages.

I think it's rather confusing. iCloud syncing, iCloud back ups....