How would that work as a conversation? When someone replies to the sender, would only those two people see the message? If the OP then responds, presumably you'd want the response again to be see by only these two people?
This sounds complex to do plus difficult to manage for the OP with lots of responses in one conversation to individuals where only they can see messages to them but the OP can see everything. Could be very confusing for the OP remembering who he's said to whom and who can see what.