As I mentioned ( and you quoted it )... I had tried what you suggested... ie add a prefix and then attempt to delete ( leave conversation ).
But note spartonstew's post also... he was unable to even leave a conversation that included a participant ( if he did it properly of course ).... so there appears to be more than one cause of the issue perhaps.
Could Be . . .

However, just before "You" replied I did edit and add the following below - maybe that will work for Ya' . . .
If Not - I am at a total loss how to help, especially since I am such a total "novice"/"newbie"/"n00b" about the Internet and WWW . . .

BTW: Once they have a "Prefix" attached to them I was able to delete all of them as a group, including the original "PM'" I sent . . .