How to set unique columns combination
A UNIQUE constraint (or a unique index, mysql does not distinguish much between the two concepts of constraint and index) can be composed from more than one columns (2, 3, ...), as needed. Example for your case with a constraint made from 3 columns: 

ALTER TABLE default_messages_users 
  ADD CONSTRAINT Unique__message__owner_user__to_user   --- you choose a sensible name
                                                        --- for the constraint
    UNIQUE message_id_owner_user_id_to_user_id_UQ       --- and the index 
      (message_id, owner_user_id, to_user_id) ;