Messenger Plus, from what I can determine, does SMS as well as all the other communications (Facebook, WhatsApp, etc.) so it's going to show your SMS (and MMS) messages. And Messenger, of course, is going to show your SMS and MMS messages. If you're using Messenger Plus, you don't need Messenger - disable it.
Your SMS and MMS messages are not "in" any app.
Your messages are stored in a database on the phone.
Any app knowing how to read that database can display your messages to you.