Dune support for .messages is being worked on: Add `.messages` support for Menhir by nojb · Pull Request #11753 · ocaml/dune · GitHub. You may find useful information there. And I encourage you to chime in if you have any suggestions.
You may also find useful information in the following post: Dune wish list for 2023 - #60 by zozozo.
Cheers,
Nicolas