It's a longstanding but ridiculous fact that messangers are very silly. They can find you anywhere, they're halflings/goblins that fly. Even on another plane, behind several locked doors, they'll just fly in from the ceiling and cheerfully greet you and then vanish.
Could we just migrate all messangers to be Pufferfish of Light/Wisps sent by illusionists? It would make so much more sense and look a lot better. Just a bit of a lore/cosmetic change that I think could go a long way for immersion.
Might be time to retire the flying magic halflings/goblins in favor of Pufferfish of light.
EDIT: Alright, I'm realising B A L L S is censored to pufferfish, making this suggestion confusing, but hilarious.