How to delete all messages when select all under edit is grey

Hi dinahallen05,

welcome to the Apple (user-to-user) Community!

Re: How to delete all messages when select all under edit is grey

Tip: You can also delete several conversations at the same time. 

Select the conversations in the sidebar, Control-click, then choose Delete.

Apple Support's online article may help delete single messages, or whole conversations:

(NB: Article is for Mac OS Sonoma, else please choose your current Mac OS version for accurate info.

See how to: Delete messages and conversations in Messages on Mac - Apple Support

Messages Support website (info. / support / contact options etc.):

Messages for iPhone, iPad, Apple Watch, and Mac - Official Apple Support

All the best :-)