I am looking for a rpc command to request the lost deposit from denounciation (e.g. the deposit that some delegate lost due to a double baking) for a certain cycle.
There is no such RPC in the node -- the node does not index operations.
Instead, you will have to use the RPC to query every block in the cycle, and look for any double_baking_evidence (and double_endorsement_evidence) operations inside, with their balance updates.
On the other hand, you could trust someone else to do this for you. For example, the tzscan
v3/operations API endpoint might be suitable for finding the blocks containing all double evidence, given that there is not much double evidence (for now).