Many apps, such as Facebook's Messenger, offer the option of managing SMS messages in your own app, for which you can set a default app for messages via the app management.

Android 10 (ColorOS 7.0)
Step 1:  Open the  Settings
Step 2:  Tap on  App management
Step 3:  Tap on  Default app
Step 4:  Tap on  SMS app
Step 5:  Tap on  App  you want
Step 6:  Confirm with  OK
  1. Open the Settings
  2. Tap on App management
  3. Tap on Default app
  4. Tap on SMS app
  5. Tap on App you want
  6. Confirm with OK

Oppo Instructions
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