One reason why I don't use my BB as my primary email target. To your first question, on my 8700, if you scroll to a "date" in your inbox and click on it, there is an option to "delete prior". If you do this from the current date, all email are deleted.
I am not on a BES, so I can't help you with that part, but would assume they have a copy of all email that goes through the server, maybe? Typically, I can go to the webclient and still see emails that I have deleted on my handheld, maybe that is an option.
For me, being a small business, I use my BB to read and send email during the day, I use my Home PC to retrieve and store my email permanantly. I have my pop3 email forward a copy to my BB addy, that way I get it on both my BB instantly and Home PC when I get home and start it up. Once I read them on the BB I just delete them. If I want to save them, I save them in folders on my Home PC.