I am logged in on Mac and iPhone to my iCloud account. When I am sending message from them, receiver has two different conversation from different sources / devices. Why?
You can send messages from different phone numbers and email addresses linked to your Apple ID. You can check those under:
- (on iOS) Settings.app -> Messages -> Send & Receive
- (on macOS) Messages.app -> "⌘," (Preferences) -> iMessage tab
If you are sending from different addresses and the receiver does not have both addresses saved in the same contact they will definitely show up as separate conversations.