Deleting messages on all devices

I have followed the directions on turning on/off iCloud messages. It works for senders I know, but I'm trying to rid all devices of the unwanted sexting I am getting every single day. It's bad enough I get them, now I have to delete 4 times (iMac, iPhone, iPad and iWatch)! Why does the deletion of some conversations work on all devices but not all conversations?

If anyone knows of a way to end this ridiculousness please comment too. I've forwarded to 7726 but that is not slowing them down at all. I currently have 14 on my devices to delete and that's just from today (and it's just after noon time).