How do I Select All iMessages in a conversation on Mac

I have never been able to select a group of iMessages easily to export them to another application. I can use Command/click, down from message to response, to the next message, etc., but this is so fractious and fragile it is not feasible. I have also held down the Shift button to the do the same. iMessages jumps about to iMessages from other dates and times. Do Apple staff actually use Macs in their everyday business? I doubt it. Do they get conversations on Messages that they want to keep? I doubt it. Do they want to know the date within the last week rather than see "Monday" or "Friday" then work back counting their fingers to get the correct day it was sent? My problem is that customers send me seriously important business stuff in iMessage. Yes once iMessages was a brilliant initiative for social yap-yap and so easy to access. Today it's used for business too, with stuff that used to come in on email. I want to gather grabs of iMessages in an evolving thread paste them into other apps. iMessages cannot deliver.