Appending markup to privatemsg message body
(I haven't used privatemsg) ... but sure it's doable because of a new feature in D7:


  Instead of attachments, private messages are fieldable and any number
  and combination of fields can be added to them.


So what you do is code up a custom module that defines a custom "sent_by_sitename" field that is a text field_type. Then in your presave hook you would just do:

$message-&gt;sent_by_sitename = 'some_sitename_in_your_multisite_install';


Then you could alter your message display to show this new field with a custom formatter that adds the markup and leading "This message sent by " markup.

I dont have the code to do this offhand (its probably about 30 lines). Here is a similar request of adding custom fields to the default user object in drupal -- your request is different regarding privatemsg but you probably will still use some of the same functions: add-properties-to-an-entity-hook-schema-alter

So in short:


Define your custom field in your custom module, eg hook_field_info()
on module_enable() and module_disable() attach your field to the message entity, eg field_create_field() and field_create_instance()
alter your existing privatemsg API call to set this new field value instead of raw HTML.
alter your privatemsg message display to show your new field with its associated field_formatter to be at the bottom of the message display.