How to retrieve deleted messages

go to Settings > [your name] > iCloud and check the switch position for Messages

If the switch is ON, then you cannot recover your deleted messages (no need to read any further)

If the switch is OFF, then you might be able to recover your messages IF you have an iPhone backup that contains the messages you are trying to recover. In which case you'd need to restore your iPhone to that backup. In doing so, you'd likely lose some data between now and whenever your backup occurred.

Locate backups of your iPhone, iPad, and iPod touch - Apple Support

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