Follow these steps to add multiple chat messages to your Favorites:
1. Long press the chat message you’d like to add as favorite, then tap「Select」.
2. Select the messages you want to save and tap the Favorites icon (cube icon) at the bottom to add them to Favorites.
3. To add tags to your favorite chat, go to「Me」>「Favorites」, slide the chat item, and tap the tag icon to set a tag.
Notes:
- Up to 100 chat messages can be added at the same time.
- This method is designed to help save selected portions of a chat's transcript. To save multiple or all chats, you can back up your chat history to WeChat for Windows/Mac. Can refer here