My phone is slow due to to many sms messages and one thread in particular but I cannot delete them and I tried ALL third party apps in the play store so what are my options?
Welcome to Android Central! Try going to Settings>Apps>All, select the Messaging app, and Clear Cache/Clear Data. If there's a Message Storage app, do the same there. Be aware that this might erase all saved threads.
You could also open your Messaging app, tap Menu>Settings, and look for an option to delete old messages when storage becomes low.