If you didn't have it set up to simultaneously save videos to a microSD card, then "an event recording is stored in the cloud for 14 days".
You can also save videos on your phone before the 14 days has expired, but afterward they are gone.
Where do they go? Is there anyway to be able to recover them?
Depending on the company who provides the cloud services, in this case Roku, they have a limited amount of storage for each user's recordings and a designated retention time for those recordings, which is 14 days in this circumstance. Because of that limited space, they are automatically overwritten with new data or automatically deleted to preserve that limited space.
If you don't have that video saved locally, there would be no way to retrieve that video as once it is deleted or overwritten, it is damaged beyond retrieval. Even videos deleted locally on your computer or other devices are difficult to retrieve intact due to their file size and how easily corruptible the bytes within the video tend to make the whole video unplayable by even the most sophisticated retrieval means.
