Dual SIM: How to choose phone number when replying to SMS message in Messages
I’ve been exploring this and it seems its still not possible.
A few possibly helpful notes/workarounds:

Clicking on the number at the top, and selecting “info,” text will be displayed that says “Using Primary/Secondary for this conversation.” That at least tells you which number is being used, but its not clickable or changeable.
There is a workaround for changing which number you iMessage from (does not apply to SMS/MMS texts): Go to Settings &gt; Messages &gt; Send &amp; Receive. Uncheck the number you are currently iMessaging from to disable it in the “You can receive iMessages and reply from” list, and check the number you would like to iMessage from under “Start new conversations from.” Go back to Messages, and send a message to the contact/conversation you would like to switch numbers on. The first may go through as an SMS from your switched number, but after that iMessage should be re-enabled. After you’ve sent one iMessage on a thread from the correct number you would like to use, go back to Settings &gt; Messages &gt; Send &amp; Receive and re-enable all lines as you would like them. Conversations will continue to use the last number you set. Repeat this unfriendly process whenever you need.
I don’t know of any workaround for SMS/MMS other than deleting the entire conversation history. If you delete the entire history with that contact, it will show up as a new conversation, and you can choose which number to initiate that conversation from.
Hopefully Apple makes this easier soon