In my Messages window, also 10.15.7, the left column is a list of the people to whom I've sent messages, each of whom has an attached "x," clicking upon which deletes the entire conversation with that person. I don't see any "x"s that enable me to delete individual texts.
Or am I misunderstanding "they all?" Does it mean all messages in a particular conversation or all conversations? [/quote]
All conversations. I may have a list of 2 or 3 different people that I am texting. When I click the "x" to delete one of them, they all disappear (at times).
