In addition to individual messages, an entire conversation can be deleted from the LG smartphone, and once a conversation is removed, it cannot be restored.

Android 9 | LG UX 9.0
Step 1:  Open the  Messages -App
Step 2:  Tap on desired  Conversation
Step 3:  Open the  Menu
Step 4:  Tap on  Delete
Step 5:  Confirm with  Delete
  1. Open the Messages-App
  2. Tap on desired Conversation
  3. Open the Menu
  4. Tap on Delete
  5. Confirm with Delete

LG Instructions