Copy entire chat in Messages in macOS Mojave
Scroll up before copying.

I just observed it. Copy-pasted in textedit and used a service to count words which increased every time I scrolled up. Also scrolling up can be sluggish at times due to media, previews etc., so it might be rendering it from another format the source of which I presume is /Users/me/Library/Messages/Archive/01-03-2019/My Friend on 01-03-2019 at 01.11.05.ichat