Shamim's Plugins

Your approach is almost correct. Please see https://www.shamimsplugins.com/docs/front-end-pm-pro/getting-started-2/role-to-role-block/. Select “To Role” to “All Roles”

Last part of that doc is

If you block for all roles, eg. You set “From Role” as “Subscriber” and “To Role” as “All Roles” and “Block For” as New Message” then “Directory” and “To” field will be hidden to “Subscriber” role users as they can not send message to any users.

If you set admin in Dashboard > Front End PM PRO > Settings > Recipient then users will be able to send message to those admins if they are blocked by these rules also.

Make sure you have added after <?php tag. if still not work please enable debug (https://codex.wordpress.org/Debugging_in_WordPress) to see actual error message.

Let me know.

You need to find role slug to use here.
eg. Slug of Subscriber is subscriber (lower cased). So you need to find slug of your all roles. Also use quote in both side. Eg 'subscriber'

Add following code in your theme’s (child theme’s if you are using) functions.php

add_filter( 'fep_directory_arguments', function( $args ){
    $role_users_to_hide = array( 'subscriber', 'author' ); //here add as many as you want

    if ( isset( $args['role__not_in'] ) ) {
        $args['role__not_in'] = array_merge( $args['role__not_in'], $role_users_to_hide );
    } else {
        $args['role__not_in'] = $role_users_to_hide;
    }

    return $args;
}, 99);

change/add as many roles slug as you want in place of subscriber, author

If you edit core plugin code, it will be lost when you update this plugin. It is always better to use hooks.

You can use fep_before_form_fields to check if this error present and can replace with your desire error message.

I am working on a new version.
Date not confirmed yet. May be after 2 weeks.

Add following code in your theme’s (child theme’s if you are using) functions.php

add_filter( 'fep_current_user_can', function( $can, $cap, $id ){
	if( 'send_reply' !== $cap || $can ) {
		return $can;
	}
	if( ! is_user_logged_in() || fep_is_user_blocked() ) {
		return $can;
	}
	if( ! $id || fep_get_message_status( $id ) !== 'publish' ) {
		return $can;
	}
	if ( in_array( get_current_user_id(), fep_get_participants( $id ) ) ) {
		$can = true;
	}

	return $can;
}, 10, 3);