Shoutbox

It's a nice idea, and it should definitely  be added, but I think this one will have to be done by MS - perhaps with group functions would be nice.  However, it looks unlikely since they seem to be phasing out statuses more.
Anyway, it would require sending certain commands to the MSN servers to do, which Plus! doesn't allow.  Perhaps it's possible to hook, but I would expect that it can only be done with a change to the service.

As for talking to someone while appearing offline - I believe there was a script made to allow talking to blocked contacts, but I can't remember entirely if that is indeed what it was.
- If memory serves itwas Vikke who was doing the script, but as said - I may have my memory mixed.  Sorry man.