I also need same feature. I have terminal and it sleeps in idle and waking up in every 10 minutes. If the value of topic is changed while terminal is sleeping, I want to get last value when the terminal waked. MQTT standard fixed that problem with retained flag. But I could not find how to activte that flag on module properties.
In new Cloud version all topics are retain by default when sending commands. After subscription last value will be received. If you are using ESP8266 to publish value also change code to send state as retain: