Hello dc1030guy,
If your message deletes are not syncing across devices, you'll first want to make sure you have the iCloud Messages option enabled on each device.
Use Messages in iCloud
It's also a good idea to isolate if the problem is coming from one specific device. Try deleting a message from each device and see if one of them is not syncing.
For example, if you delete a message from your iMac and it deletes on all devices, and you delete a message on your MacBook and it deletes on all devices, but when you delete a message on the iPhone, it only deletes from that device and still shows up on the computers, you'll know the sync issue is coming from the iPhone.
If the sync issue is isolated to one device, try turning the iCloud Messages option off on that device, then back on and test again.
You'll also want to make sure you have done a simple restart on all of the devices as well.
Shut down or restart your Mac
Restart your iPhone
If the message deletes are still not syncing across devices, you'll want to contact Apple to report that issue: Get Support
Cheers!