Hey AyyoRayRay,
It sounds like you're interested in restoring your iOS device to retrieve a deleted Messages thread. Messages are included in both iCloud and computer backups when Messages in iCloud is turned off, so it sounds like you may be able to retrieve the thread. About backups for iPhone, iPad, and iPod touch includes additional details about what's included in backups.
Restore your iPhone, iPad, or iPod touch from a backup includes the steps you'll need to follow. Keep in mind that any content you've added since the backup occurred may be lost unless it's also stored in another location (e.g. iCloud, App Store, Apple Music).
We hope that helps!