Where to find Messages to download after Disable & Delete in iCloud?

I wanted to stop using Messages in iCloud and recover my iCloud storage.

I had 2GB in iCloud Messages and around 100MB in iPhone Messages.

Managing the storage from my iPhone, I get to a screen identical to the generic one below (except with my own usage, of course). It states that if I go ahead and stop using Messages in iCloud, I have 30 days to download my messages.

I move forward to Disable & Delete. Bingo! 2GB in iCloud Messages gone and iCloud storage freed.

Now, where do I find the Messages to download in the 30 day window offered?

They certainly did not come back automatically to either my iPhone, iMac or iPad.

Also, they are not in my iCloud Drive.

Any guidance here?