The copper $\left(\mathrm{II}\right)$ halide which does not exist is:

Iodide ions are very strong reducing agents which reduce copper (II) iodide to copper (I) iodide. So, cupric ions oxidised the iodide ions into the molecular iodine and itself get reduced to cuprous ions. So, ${\mathrm{CuI}}_2$ is not stable and does not exist.

$2{\mathrm{Cu}}^{2+} + 4{\mathrm{I}}^{-} \to 2\mathrm{CuI} + {\mathrm{I}}_2$