How to delete message from iPhone lock screen?
No, iOS really doesn’t have this feature. You can only delete messages from the notification area of your Lock Screen, but deleting something without unlocking the phone is not possible. It is the same with photos you take while your phone is locked, and then delete them, while it is still locked, they still show up in your gallery, although they are already in the bin folder. As there is nothing like this for messages, deleting them from your Lock Screen is a feature anybody could use, not only the owner, so it is not supported.