Your problem is timing.
The send-message-list turns true the second the messages start sending. What you need to do is time (in your head) how long it takes for the whole conversation to finish (you should know..just add up the (mili)seconds in the send-message-list event + how long it takes to speak out the last message )and put that in the delay for the wing/ship.
Example
EVENT Chat
When
+has-arrived-delay
--GTC Orff
--0
+send-message-list
--GTC Orff
--High
--Chat1 <---- "GTC Orff here. We're now on station" (takes about 4 seconds to say slowly)
--0
--Alpha2
--High
--Chat2 <--------"Finally. What took you so long? We waited for an eternity."
--4000 <----will be sent 4 seconds after the Chat 1 message
--GTC Orff
--High
--Chat3 <------"Engine trouble Alpha2. Couldn't be helped."
--7000 <------ will be send 7 seconds after Chat 2 message
So, if you want a enemy wing to jump in after the conversation is done, you'd set it's arrival cue as
When is-event-true
-- Chat
--15 (4000+700+4000 for the last message = 15 seconds)