Hey Giovanni,
the problem with this use case is, that sending of messages and catching them in the same process instance is not fully supported by the specification. Thats why it is also not tested by camunda, but you can create a CAM issue for this. If you want, you can do a pull request with a fix of this issue. Also you can use escalation for this, see the documentation.
With the next release of the Camunda engine (7.6.0) we will support conditional events. With the help of conditional events that can also be done.
Best regards,
Chris