OxWall and SkaDate do not have functions provided for this.
It is a terrible mistake that if a user, for example, offers their products or services to delete it, it does not delete their sent private messages, whether they have been read or not yet. On my website, Viagra sellers are a torment.
Unfortunately the developers do not have access to improve the engine or suggest modifications, all I can offer you is that you have two plugins of mine for sale that solve it:
https://developers.oxwall.com/store/item/1636 (Manual, $ 10)
and
https://developers.oxwall.com/store/item/1702 (Automatic, $ 20)
I hope that one of the two is to your satisfaction.