Hmmm...I don't use SMS at all, but try this...with any Messages list displayed, press the BB key and select View Folder. Use that to look into all of the folders that have to do with SMS and delete those for that user...maybe you can filter on that user? (Hover on their name and that should do a search/filter).
Occam's Razor nearly always applies when troubleshooting technology issues!
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You can set the SMS history displayed at Options > SMS > Number of Previous items.
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