You are trying to invoke your Art 17 GDPR right to erasure. However, this right has many limitations. As a rule of thumb, your GDPR rights might not apply if their exercise would negatively impact other people.
In this scenario, you're seeking to delete images from other people's private chats. Requiring Facebook to search their chat messages according to your instructions would likely be a disproportionate invasion into those people's privacy, unless those images are inherently illegal. Even if you were the copyright holder for these images, it would likely be disproportionate to retroactively search the chats and potentially delete images. But you can't be the copyright holder since you didn't create those photos.
All of this means:
- Facebook will likely refuse to act on your requests.
- Those other people will likely refuse your requests.
- A court is unlikely to order Facebook or those other people to perform a search and delete offending images.
Most likely, you won't be able to prevent private use of these images, for example your ex shares them in private messages. However, you may have personality rights that prevent wider circulation and publication of these images. That is difficult to enforce in the context of the internet, but it's more enforceable than what you're currently trying to do. If you're in a photo and you don't like it, you can report the photo to Facebook.