I think deleting posts is different then deleting messages. If I'm having a conversation with you, and make some threat but then delete it. Does it stay in yo

I think deleting posts is different then deleting messages. If I'm having a conversation with you, and make some threat but then delete it. Does it stay in your thread? Get deleted from both threads? What if you screen shot it? If I delete a post, it no longer lives in either feed.