If I uninstall Spanbox, what happens to my accounts and my messages?

Nothing happens to your real accounts or messages. Spanbox only ever held local sessions on your machine (like a browser being logged in), it doesn't own your data. Your WhatsApp, Gmail, Slack and everything else live on those services, so uninstalling Spanbox just removes the local sessions from your computer, it logs those sessions out and clears the local cache, but your accounts and full message history are completely untouched on the apps themselves. Reinstall later and you simply sign back into each app. There's no lock-in because there's no cloud holding anything hostage.