They looked vulnerable only for one brief period in the second half when Donald spent 10 minutes in the sinbin after referee Keith Brown acted on the advice of a touch judge and sent the No 10 to the sidelines for over vigorous rucking.
Auckland scored 10 points in Donald's absence, including a fine try to wing George Moala, to lead 19-14 after 55 minutes.
But Donald found redemption when he returned to the field because it was his converted try, a short range effort on the right after a Jackson Willison break on the left, which lifted Waikato back into the lead with one quarter remaining.
And it was he who applied the icing to their finals cake after Messam burst 40m up the middle of the field after Waikato forced a turnover.
Waikato's scrum demolished the Auckland pack on several occasions while their breakdown play was efficient even if Auckland defended stoutly despite being on the wrong side of the territory and possession stakes.
Earlier, Waikato were well worth their 14-9 halftime lead and should have been ahead by more.
Both sides were guilty of comical handling errors, particularly the hosts, and one such lapse cost Waikato a certain try while they were denied another when Brown ruled a forward pass, a decision which was marginal at best.
But the home team had much the better of the first half, punching holes at will around the fringes of the Auckland defence as Messam and Alex Bradley carved off huge chunks of territory with storming runs.
Messam was in the thick of the action and had a leading hand in both of his team's two tries before the interval.
He made a half beak in the 18th minute before turning the ball inside to centre Save Tokula, who offloaded for fullback Trent Renata to score.
Eleven minutes later Messam made a clean break over 30m and featured again in the same move as he provided the final pass which set second five-eighth Jackson Willison en route to the line.
Waikato regularly looked dangerous and by comparison Auckland's were devoid of spark as their attack was blunted by a wall of Waikato tacklers.
But Auckland stayed in the contest on the back of young first five-eighth Gareth Anscombe landing three of his five penalty attempts.
Waikato 21 (Stephen Donald 2, Trent Renata, Jackson Willison tries; Renata 2 con, Donald con) Auckland 19 (George Moala try; Gareth Anscombe 4 pen, con). Halftime: 14-9
- NZPA