How can I retrieve a deleted iMessage if using iMessage in iCloud? I realize too late that I deleted a very important iMessage conversation and I need to retrieve it. 


I have iMessage in iCloud. 


To attempt a restore, of course I had to reset my phone and did a restore from a back up and the message did not appear. I have chatted with Apple gone to the Apple store and had numerous conversations with techs but I get a different answer each time I speak to a new rep. 

What options might I have at this point?
There is no web interface to view or undelete or recover data for messages. Some data sources do have this at https://www.icloud.com/settings/ so you might check that periodically in case it gets added in the future.

Any device backup to iCloud or to a computer (iTunes / macOS / Apple Configurator) would be your best bet if you don't want to pay a forensic data recovery specialist or general data recovery company to try and recover artifacts from the storage on iOS.