It will move them to the “Application Messages Archive” and that table is then cleaned up every x amount of time (not sure exactly when it gets cleaned up)

As ​@kvbe mentioned, this will move the messages to the application message archive. Better job for your requirement is the database task Cleanup Application Message Queues

Below is an example for cleanup Finished messages of one day old.

To cleanup the cancelled messages, set the LIST_OF_STATES_ to Cancelled

Hope it helps!

Damith

Some thoughts on scheduling the job:

Since you mentioned there are cancelled messages since 2016, do a quick query to find how many messages before scheduling the job.

select count(1) from fndcn_application_message_tab
where state = 'Cancelled'

If it hits a large number, then start the schedule job in a non working time to minimize the impact to other background jobs.

otherwise, Add the database method App_Message_Processing_API.Cleanup to a different queue than Default queue in the Batch Queue Configurations or create a new queue for these type of bulk executing jobs :)

BR,

Damith 

This is what i get. 

To create a new schedule, click on Create new schedule.

In the Parameters of the new schedule, set 

LIST_OF_QUEUES_ = %

LIST_OF_STATES_ = Cancelled

Give a meaningful name for the schedule name

Choose a schedule to execute the task

Many times I create schedule like this:

LIST_OF_QUEUES_ = %

LIST_OF_STATES_ = Any

DAYS_OLD_360

to remove all old entry logs.