There is a difference in the way that Hosts send messages and how Peers do, see my tute for a bit more info on the topic.
https://www.scirra.com/tutorials/1432/g ... ayer-games
I cant imagine why you would need to send a message to yourself but still you have two options:
1.) Create a sub event to the message sent by the host and add what you are trying to do to that.
2.) Create a bounce event, so the host sends a message and when the peer receives it automatically sends a message back that when received does what you want.