Shoutbox

is there a way of sending instant messages, but only you can see them in the chat window

No.  This is very not possible.  It hs been asked in the API wishlist thread that Patchou add such a feature for scripters but for the time being this is not possible.  And what would be the point of sending a message and only you seeing it unless it was automated from a script to show you that an event has occured?