Example of how to add various different EE Messages shortcodes and their parses, whilst jumping through some hoops to make sure we have the correct data.

ee_new_custom_message_shortcodes.php

<?php
/* This filter allows you to add custom shortcodes to the message system
 * $shortcodes is an array of the available shortcodes for the current library
 * $lib is the current shortcode library
 */
function ee_register_new_custom_message_shortcodes( $shortcodes, EE_Shortcodes $lib ) {
  
	//Add a shortcode to be used with the EE Datetimes within messages
	if ( $lib instanceof EE_Datetime_Shortcodes ) {
		//Add your shortcode to the add as the key, the value should be a description of the shortcode.
		$shortcodes['[CUSTOM_DATETIME_SHORTCODE]'] = _('This is a custom DATETIME shortcode!');
	}
	//Add a shortcode to be used with the EE Event List within messages
	if ( $lib instanceof EE_Event_Shortcodes ) {
		//Add your shortcode to the add as the key, the value should be a description of the shortcode.
		$shortcodes['[CUSTOM_EVENT_SHORTCODE]'] = _('This is a custom EVENT shortcode!');
	}
	//Add a shortcode to be used with the EE Recipient within messages
	if ( $lib instanceof EE_Recipient_Details_Shortcodes ) {
		//Add your shortcode to the add as the key, the value should be a description of the shortcode.
		$shortcodes['[CUSTOM_RECIPIENT_SHORTCODE]'] = _('This is a custom RECIPIENT shortcode!');
	}
	//Return the shortcodes.
	return $shortcodes;
}
add_filter( 'FHEE__EE_Shortcodes__shortcodes', 'ee_register_new_custom_message_shortcodes', 10, 2 );

/*  
 * This filter allows you to hook in to the shortcode parser, check for a shortcode added above and return a value for it using the data passed to the parser.
 * $parsed are the current values being parsed.
 * $shortcode is the current shortcode passed to the parser.
 * $data is the current data available, this can be different types of objects depending on the parser.
 * $extra_data is a collaction of various data available within the messages system.
 */
function ee_register_new_custom_messages_shortcode_parser( $parsed, $shortcode, $data, $extra_data, EE_Shortcodes $lib ) {
	
	//Check for the datetime shortcodes library as that's one of the libraries we added a custom shortcode to above.
	//also check that $data is the expected object (in this case an EE_Datetime as its for the EE_Datetime_Shortcodes library)
	if ( $lib instanceof EE_Datetime_Shortcodes && $data instanceof EE_Datetime ) {
		//Then check if we are parsing one of our custom shortcodes above.
		if ( $shortcode === '[CUSTOM_DATETIME_SHORTCODE]' ) {
			
			//Do whatever you need to do here and return the value for that specific datetime.
			//In this example it simply returns the ID of the related EE_Datetime.
			return $data->ID();
		}
	}

	//Check for the EE Events shortcodes library as that's one of the libraries we added a custom shortcode to above.
	//$data may not be an EE_Event object, but either $data or $extra_data will be an instance of EE_Messages_Addressee
	//Using that object you can pull an EE_Event object
	if ( $lib instanceof EE_Event_Shortcodes ) {
		//Then check if we are parsing one of our custom shortcodes above.
		if ( $shortcode === '[CUSTOM_EVENT_SHORTCODE]' ) {
			
			//Now pull the related Event object using all of the available data we have.
			//First check if we have an event object in $data
			$event = $data instanceof EE_Event ? $data : null;
			//If no event, then let's see if there is a reg_obj.  If there IS, then we'll try and grab the event from the reg_obj instead.
			if ( empty( $event ) ) {
				$aee = $data instanceof EE_Messages_Addressee ? $data : null;
				$aee = $extra_data instanceof EE_Messages_Addressee ? $extra_data : $aee;
				$event = $aee instanceof EE_Messages_Addressee && $aee->reg_obj instanceof EE_Registration ? $aee->reg_obj->event() : null;
			}
			
			//Check we do now actually have an event object.
			if ( !empty( $event ) ) {
				//Do whatever you need to do using the event object.
				//In this example it simply returns the ID of the related EE_Event.
				return $event->ID();
			}
		}
	}

	//Check for the EE Recipient Details shortcodes library as that's one of the libraries we added a custom shortcode to above.
	//$data or $extra_data will be an instance of EE_Messages_Addressee which can be used to pull the required details.
	if ( $lib instanceof EE_Recipient_Details_Shortcodes ) {
	    
		if ( $shortcode === '[CUSTOM_RECIPIENT_SHORTCODE]' ) {
		    //Make sure we end up with a copy of the EE_Messages_Addressee object
	        $recipient = $data instanceof EE_Messages_Addressee ? $data : null;
	        $recipient = ! $recipient instanceof EE_Messages_Addressee
	                            && is_array($data)
	                            && isset($data['data'])
	                            && $data['data'] instanceof EE_Messages_Addressee
	            ? $data['data']
	            : $recipient;
	        $recipient = ! $recipient instanceof EE_Messages_Addressee
	                            && ! empty($extra_data['data'])
	                            && $extra_data['data'] instanceof EE_Messages_Addressee
	            ? $extra_data['data']
	            : $recipient;

	        //Confirm we have a valid receipient
	        if (! $recipient instanceof EE_Messages_Addressee) {
	            return '';
	        }

	        //Confirm we have a valid EE_Attendee object
	        $attendee = $recipient->att_obj;
	        if (! $attendee instanceof EE_Attendee) {
	            return '';
	        }

	        return $attendee->ID();
	    }
    }
	//If not within the correct section, or parsing the correct shortcode,
	//Return the currently parsed content.
	return $parsed;
}
add_filter( 'FHEE__EE_Shortcodes__parser_after', 'ee_register_new_custom_message_shortcodes_parser', 10, 5 );