If your PHP processes are timing out, you need to increase the PHP 
timeout (or get faster backend components).  Setting "action" limits 
is an absolutely terrible UX.

There's a chance that certain actions (i.e. login tasks) may be moved 
to a queue/deferred action handler in the future, but that isn't 
relevant here.

When deleting thousands of messages sometimes it reaches PHP's time or 
memory limit.

I suggest to add a new filter to Search and Filters: "Result limit"
It would limit the number of results to a given number.

Thank you!