Replace entity form class to own

/**
* Implements hook_entity_type_alter().
*/
function mymodule_entity_type_alter(array &$entity_types) {
 if (isset($entity_types['privatemsg_message'])) {
   $entity_types['privatemsg_message']->setFormClass('add', \Drupal\mymodule\Form\MyCustomMessageForm::class);
 }
}