Is the effect of Jellicent's "Vengeful Wish" attack cancelled if the damage from last turn was done while it was on the bench, or if the Pokemon that damaged it retreats or is KO'd?
Vengeful Wish is not an effect that can be cleared; it simply looks to see if damage was done to Jellicent by an attack last turn then does that amount of base damage to the current Defending Pokemon.
Vengeful Wish