The devices are connected with iCloud, so if you receive a message on iPhone, the same message appears on iPad. They are synchronised... but they are synchronised by a COPY. If you remove a message from one device, it still exists on other devices. And deletions are permanent for a device (iPad, iPod, iPhone). So, he forgot to erase the copy. But is not the same with contacts, or calendar. Removing event, or contact from one device will cause the same action for another devices. They are synchronised fully.
About messages, they are synchronised only when receiving or sending messages, not when removing.
So, there is a hope for you, if your boyfriend has a MacBook too. :-) They are not removed permanently from MacBook. Just send to that person any message from another device. Then a whole thread will be restored on his MacBook :-) If it happens then you are sure - he is lying.
It is impossible for an iPhone/iPad to be hacked by someone else.