2014 WC final 47' one on one versus Neuer, failed to score
And right after that un the 14/15 season, he put 2 past Neuer at home & if I remember correctly 1 away, in a 5-3 aggregate victory against Bayern, an equal of FCB. He always faces tough opponents like Inter & Chelsea in every CL.
Aside from Chelsea & Inter which you already mentioned; Manchester United is the final opponent of Barca in both 08/09 & 10/11. MU got there without much strife against strong teams, but Messi with Barca's golden age team beat them decisively both times. In 07/08 a tight loss against MU which still has Ronaldo at the time (MU went on to win it). 2011/12, Chelsea (lost. Chelsea went on to win the CL). 2012/13, the best Bayern team in decades (lost, though Messi did play with injury. His manager & friend Tito Vilanova is also fighting a losing battle against cancer. Bayern went on to win the CL). 2013/14, Atletico Madrid (lost, that was Diego Simeone's best managed Atleti who beat both Real Madrid & Barca to win the league). 2014/15; won against PSG (beat him in the group), Bayern (Now Guardiola managed), and then Juventus in the final (who beat Ronaldo's Real Madrid). 15/16 against an Atleti who is weaker in the league but stronger in CL (lost, Atleti wen). 2016/17 Got past 4-0 defeat against PSG with a 6-1 home win. Then against one of the strongest Juve squad ever in the QFs (lost, Juve went on to the final). 2017/18, beat Chelsea comfortably (Barca's longtime bane) while putting 2 past Courtois. Then lost by away goals against AS Roma's historic performance (AS Roma barely lost in the semis against Liverpool).
So he has faced that scarcity of chances & greater intensity. What he doesn't is the greater pressure, thanks to being national talisman & the shadow of Maradona.
On scarcity of chances affecting him more in national competitions, Messi can only create so many chances if his teammates didn't bury them. The lack of the well performing Di Maria in the '14 final thanks to injury, better compared to other fellow chance creator in Argentina aside from Messi himself, affected Messi's own performance (an event repeated in the '16 Copa America).
On pressure, the Maradona shadow in Argentina clearly affects Messi a lot, in the way fellow countrymen can negatively views him as well as how clear the overreliance is in the national team. They lost 6-1 to Spain in the lead up to 2018 cup, without Messi. I think he delivers under pressure when bailing them out to barely squeak past the South American qualifiers, but less so in the tourney. Still on pressure; the Iceland penalty miss is not just about pressure, he has paradoxically sucked in pens but godly in free kicks in the past few seasons.
Though I think Messi is better, they're very very close. Ronaldo does achieve more national achievement than Messi with the '16 Euro win. It's a mixed bag more in Messi's favor in clubs (Ronaldo has 1 more CL title, but is left behind in league in domestic cups). Individual performance wise, Messi has a good chance to catch up to Ronaldo's goal tally while being 2 years younger, and he has decisively more assists.