Hi @Glenn Maxwell ,
In theory we can folllow the documention below to delete messages from a unified group using the Security & Compliance Center PowerShell:
Search for and delete email messages
But as indicated in the article above, a maximum of 10 items per mailbox can be removed at one time, because the capability to search for and remove messages is intended to be an incident-response tool pnly. So from my point of view, it's not a good option for your circumstance which needs to remove thousands of emails.
That being said, creating a retention policy as you have mentioned would be a better way to clean up the unified group:
- Go to Policies > Retention:
- Clieck Retention Policies > New Retention Policy
- Specify the location, choose the group you would like the policy to apply to and finish the remaining steps:
- Wait for up to 1 day for the retention policy to be applied to the group.
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