I tried deleting all messages in a thread with myself, then emptied the search field, and now the last message still shows in the left-hand-side thread list (but not in the right-hand-side pane, that's empty).
If I type the first letter of my name in the search field, the last message disappears from the thread, but if I empty the search field, it shows again.
(After a restart of Signal, it was gone.)
I'm experiencing a similar issue (I have a conversation thread with myself; which I opened accidentally due to creating and messaging a contact with my own number by mistake; and want to be able to delete it from the Conversation list in Signal-Desktop), except restarting Signal does _not_ remove this junk conversation; it persists seemingly no matter what I try to do.
I'm having the same issue with one thread - I just can't seem to delete it from Signal Desktop at all, no matter what I do. If I delete the conversation, I can no longer select the contact from the left side and have it update the right side. After restarting Signal Desktop, the entire chain of messages are still there . . . .
Signal desktop is shockingly bad.
When I try "Delete messages", nothing happens.
This should be fixed in v1.0.39.