How do I delete several messages at the same time? Or delete same message from all devices at the same time?

brdonnelly wrote:

1 - How do I delete several messages at the same time? Or 2 - delete same message from all devices at the same time?

1 - you can't. That option has been left out of Messages. Tell Apple what missing features you'd like restored or new features added to the system via Feedback - macOS - Apple.  

2 - see Androish's response for the answer to this question.

If you have messages in iCloud turned on on all the devices, the deletion will be synced across all devices with it turned on

Use Messages in iCloud - Apple Support