Messages app on Mac: Image attachment does not delete (taking up room in iCloud)

I'm having trouble deleting an attachment in Messages on Mac. I try to do so and it's simply not working. These images don't appear on the iPhone either so I cannot delete them from there. Yet they're in the iCloud taking up a lot of room. As a result, I have no way to remove them!

Please see this animated GIF of the problem:

Thanks,

Paul