iMessage synching in Yosemite 10.10.5
As far as I know, your old data does not sync between devices, only new messages from the point which the device was setup. 

That being said, with each iOS device you have, you may have to just disable syncing or use different iMessage addresses. 

Do this from the iOS device:


Go to Settings
Select Messages
Select "Send and receive" 
Select which account you want to use on your device (whether its phone number, or email address). 


This would cause it to not sync across all other devices, but would also mean that you can't receive messages at all of your devices either.