Hello Ctoogood2,
Thank you for reaching out in Apple Support Communities. To ensure that the deleted photos are removed entirely, you'll want to check "Show Recently Deleted" in the Messages app and "Recently Deleted" in the Photos app that the photos are permanently deleted. This is a step that may help you.
To perform and verify these steps, please open the Messages app > tap on "Edit" in the upper left corner > select "Show Recently Deleted" > select the conversation thread with the photos and select "Delete" in the bottom left corner.
For the Photos app, please open the app and tap on Albums > scroll down to the Recently Deleted album > select your photos > tap on Delete in the bottom left corner.
Following these steps may help and we look forward to hearing back from you with an update.
Kind regards.