Can you retrieve a message that has been deleted?

If you sync message with iCloud, once deleted it's gone. If you don't and you have a backup from before you deleted the message, you can restore your phone from that backup. But note that your phone will be restored to the date the backup was made, meaning texts sent or received after the backup was made will be gone.

To know, go to Settings > Your Name, iCLoud, etc.

Tap iCloud

If Messages are turned on (green), the message is gone and cannot be restored.

You're welcome.