Message app

Deleting from the app is guaranteed to produce the desired result. All the pieces (files) associated with the deleted messages are removed also. The Library is normally made not visible to the user, for good reason. Deleting files or folders from the Library can lead to malfunctioning applications because some applications have other pieces or files in other locations that point to, reference, or index entries. There are also caches that store additional information that some applications may or may not use. Just deleting a folder or the contents of a folder in the Library may leave other related pieces untouched.

For instance, in another folder, the Preferences folder, there are multiple files named com.apple.imessage.* and com.apple.ichat.* and com.apple.message*.* etc. Should those simply be left as is, even though you might be deleting files and folders where the messages' contents are stored?

I can assure you that if you delete messages from the app, you will get the intended result. Delete individual files and folders from your Library, you MAY get your intended result but you MAY get something that you did not intend.

Your Messages are stored in

~/Library/Messages

It is strongly recommended to delete messages from the app, rather than deleting files and folders in the Finder.