GetMessagesAll() operates on a Clipboard Page and returns all messages that have been set against the page/properties as per the javadoc description:
Get all messages associated with this page and the properties on this page.
GetWorstMessage operates on the ProcessingStatus of an Execution Chain (i.e. activities executed as part of this interaction) and reports the overall status of the Execution (e.g. GOOD, WARN, FAIL,) the java doc describes it as: