I suggest a clarification of one UI button-label text.
It is easy enough to bookmark a message, thus placing a copy of it in “Saved Messsages”.
When you want to remove a message from the Saved Messages, you have to swipe rightwards, click on the red refuse container, and answer “Delete one message on all your devices?” with “Delete for me”.
In fact, this only removes the message from the saved messages; it does not delete instances of it elsewhere (as one might naively expect). “Delete one message from [chat name] on all your devices?” might be clearer.
@link2xt already suggested something like this.