Please provide a picture of your tank. Sea cucumbers tend to hide during the day. I have to look very hard to find mine, but usually easy to spot after the lights go out. I'm a little confused about "My tank has been cycling" For one reason, why subject any critter to a cycling tank... another thing, sea cucumbers eat waste. If this is a new tank with new sand, you are starving it. I put a tiger sea cucumber into a 29G Biocube, and while the tank was still young (after the cycle of course) and it started shrinking
I moved it over to my 38G and since then it has split and each half is as large as the original. I actually sold the one half back to the store since I didn't think there would be enough food for two that size. How much rock do you have in there? Your best bet since it is still cycling is to find it. That may mean removing the rock, but..... just my opinion.