Hello s_pellegrino,
Welcome to Apple Support Communities. It looks like you're having a question about a strange message from unknown sender on your Mac. We'd be happy to look into this with you.
To receive and send SMS and MMS messages on your Mac, your iPhone and Mac must be signed in to iMessage using the same Apple ID. For more information, please check this out: Set up iPhone to get SMS messages on Mac
As you've mentioned that you have 3 email addresses added under : "You can be reached for messages at", one of them must be your Apple ID, that's why the messages showing on both your iPhone, and Mac. That narrows down the issue to one of the other two emails.
Generally you can use other internet accounts in Mac apps by adding the accounts to your Mac. Here's how:
Use your internet accounts on Mac
In order to see which account this message was sent to, you can turn off the message feature for these 2 accounts one at a time to see which one the message is sent to. For instructions on how to do this, follow the steps under: "Turn off a specific feature: Deselect it" in the above link for internet accounts.
Keep in mind that "Deleting an account or turning off individual features can remove data stored in your apps. The data may be restored if you turn on the feature or add the account again. If you’re not sure, ask the account provider."
We hope this information is useful. Kind regards.