Hi,
No.
The iMessages are sort of split and "duplicated" at the server if there are multiple device it is synced to.
The iMessages are the Pushed to the devices uniquely and independently.
Therefore what appears on the iPhone in fact only looks the same as the one of the Mac.
They have no connection with each other after they are "duplicated" fro the sync.
IF you do delete it on your iPhone whilst the Mac is Off line the Mac will get it's "Copy" when it is on line.
If you want the iPhone one back you can't have it (unless you happen to have backed the phone up before the deletion then you can recover it from there)
Once sent the iMessages are deleted for that device at the server.
Once all devices have the iMessages it is not longer on the Apple Server.
8:47 pm Thursday; July 16, 2015
iMac 2.5Ghz i5 2011 (Mavericks 10.9)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad