iPad possibly stolen, not appearing in Find my iPhone, what options do I have?
It's not clear from your question whether you have or haven't set up the iPad Pro with the Find my iPhone feature. However, at the risk of oversimplifying things, if the device:


doesn't appear in your devices list either on Find my iPhone or on iCloud Find (which is how I interpret your question) then it's almost certainly not set up with Find my iPhone. If this is the case, then you should definitely change your Apple ID password! This will prevent anyone else who may have accessed your iPad Pro from deleting your data from iCloud or making other unwanted changes.
does appear, but is just showing as offline, then it is set up with Find my iPhone but is just currently not online.


To answer your question on whether you can send a message to it, and assuming it's not set up with Fine my iPhone, then you can still send a message but not via Find my iPhone. Instead, because you were getting iMessages on the device, all you need to do is send an iMessage from your iPhone to whatever number/email address/account was being used on the iPad Pro to receive messages.

IMPORTANT

Before doing anything else I would heed my advice above re changing your Apple ID password, unless of course you do want to send an iMessage to it first. But if that's the case, then I'd do it ASAP and reset your password.