[vel0city]

So when you try and go tell the other person's device to delete your message, how does it go into their iCloud backups and delete that message, or some other backup?

Don't depend on asking someone else's device to delete the data as that data being gone.

[BelleOfTheBall]

Telegram doesn't store messages on the device, you don't need to "tell the other person's device" anything, it's deleted from the Telegram cloud.

[throwaway8941]

It is stored locally, although only temporarily. I rarely connect my phone to the internet and still can scroll through quite a bit of message history.