How to delete messages off a mac but NOT icloud or other devices

taking up a bunch of space on my mac

How much? You can assess this by navigating Apple Menu > About this Mac > Storage > Manage > Messages

Here you will see not only the space used but the associated files themselves, usually photos or short videos. You can even delete them from here, though I've never done this myself, nor seen the results. I guess the content is simply deleted from a conversion.

Does anybody know how to delete messages just off my mac without deleting them from everywhere?

Messages on Mac will delete texts if Messages is signed into your iCloud account. I'd suggest that this is the whole point of having Messages on your Mac - so that it can join the party in which the iPhone is the party animal responsible for most of the content.

The other option, going to preferences and changing the period of time that messages are kept for certainly implies that this setting applies to all associated accounts.

This is also my interpretation, though it could do with a little elaboration. The Messages User Guide says about the General preferences tab (and the underline below is my emphasis): "Choose how long to keep message conversations in your account. For example, if you choose 30 Days, your conversations (and all attachments) are available in Messages for 30 days. After that, they are automatically removed."