Trying To Delete Multiple Messages on Mac Big Sur

I have seen multiple conversations in here and from Google searches - but wondering if APPLE are going to do anything about this annoying feature?

I am sent messages each day from my employer with shifts available to take - I can get up to 20 separate messages each day. So trying to delete EACH message separately, on each device -iPhone, LapTop and iMac is doing my head in.

N.B. Yes I've tried holding down the sift key whilst clicking on each message to select multiple messages - it does not work. I've tried the same process with the command key. I've tried all the regular methods of selecting multiple items that work in every other program - nothing seems to be working.

Also, is there a way to link all devices, so that if you delete a message on one device it deletes on ALL devices - I have not seemed to be able to figure this one out either.

Thanks D