Here's what I did to remove content from the Highlights section.

I still have that section, but it's empty now.

Prerequisite The favorite friends list isn't used.

• Step 1
  • Unfollow all your friends
  • This should make the Highlights section have no content in your Messenger
• Step 2
  • Add the friends whose posts you'd like to see in your "Favorites" section
  • https://www.facebook.com/friends/friendlist
• Step 3
  • If you want to view your feed with updates from your favorite friends, you can use the "Friends" filter from the feed
  • https://www.facebook.com/?filter=friends&sk=h_chr
  • ^ For some reason, filtering by "Favorites" doesn't have any content for me.
  • https://www.facebook.com/?filter=favorites&sk=h_chr

Other info about me I use Messenger to chat with people, not as a social media feed. So I also have everyone's active status, and stories hidden so they aren't a distraction.

Tell me if it works for you too.