Okay, you've said before it's not possible, and it's not.
But there is a possible way to do it.
Wouldnt you be able to set a differnt name per person, and whenever you send a message to the contact, it changes your name to the name defined for the contact, for a split second, just so the name is sent with the message (if that makes sense), and then changes back , so no one would notice.
I know this is random, but I wanted to do it just now - but lets not go into details
Merry xmas
Nathan