In the web browser, click on the Messages tab.
Select a conversation and then click on the gear icon and choose Delete. You can delete the conversation, although Facebook likely records it forever in their spying database.
Now, select a conversation thread with some who has deleted their account.
You cannot delete conversations with people who have deleted their account. Those conversation are now a permanent part of your FB record.
Over the years, all the way up to the present, Facebook has had numerous software defects, always in favor of spying on you and retaining data.
They retained uploaded videos that you never posted and believed you had deleted.
Since 2015, you could select “Apps Other Uses” to adjust the top secret, hidden privacy options buried miles deep in Ad Preferences – but Facebook insisted this capability of sharing your friends information via app has been gone for years and these options did nothing. Yet persisted in the FB user interface for 3 years.
You cannot bulk delete past content (unless you use the third party Social Book Manager add on extension for Chrome, but it has to work around Facebook so it is slow).
You cannot bulk unlike past content.
The reality is you generally cannot delete old content.
The actual privacy options are not under “Privacy” but are hidden all over the user interface often behind greyed out “More” text.
The user interface design and implementation quality of Facebook software is appallingly bad. I suspect most of their investment is on the back end spying database and advertising network. The front end is ‘good enough’ to accomplish their spying goals.