Recently deleted photo missing from iPhone and iCloud

It's hard to understand what you are expecting, here. You saw this warning

and went ahead with the deletion.

"Recently Deleted" is a great safety feature, but when you go ahead and defeat it, as the warning says, there is no extra safety. If you use iCloud Photos, then that "synchronizes" its Photos Library with the phone, so what you see on the phone is what is at iCloud. iCloud Photos doesn't keep pictures in "Recently Deleted" any longer than the phone does. So it's really important to look carefully at the Recently Deleted pictures before deleting them permanently. I (almost) never delete pictures from Recently Deleted, so they are automatically removed in 30 days.

Unfortunately, if you don't keep your own backups to an external drive, then there really isn't any place else to look. In any case, Important memories should be copied to an external drive as a backup. To back up your pictures you can just plug in an external drive, select the pictures, and use Share>Save to Files. Alternatively, you can backup to a computer:

Transfer photos and videos from your iPhone or iPad to your Mac or PC

If you haven't done one of those backups, then your remaining pictures continue to be in peril. 

gekhaev wrote:

I accidentally deleted a photo from the recently deleted folder, I can't find this photo anywhere, not on iCloud, not on a macbook, what should I do? I really need it, it's my memory.

[Re-Titled by Moderator]

Original Title: Delete photo

If you were syncing to the cloud, then that picture is gone.

If you weren't syncing to the cloud and backup your device to the cloud and that picture was included restore from your backup, if no backup no recovery.