[Silencer123]

I want to block a message in its hook, yet have the code move on.
To a block a message you would return PLUGIN_HANDLED, but I cannot
chronologically append my code directly after it.

public plugin_init() {
    register_message(somemsg, "msg_hook");
}

public msg_hook(msg_id, msg_dest, id) {
    // <-- Block the message here, as return PLUGIN_HANDLED would do ...
    // ... yet have more code be executed after it ...
    // ... like other message calls which would crash the game otherwise.
}

[Bugsy]

Use set_task?

[Silencer123]

Set_task is uber cheap since you are forced to at least 0.1 seconds.
Found a solution already. Using the example from above:

public plugin_init() {
    register_message(somemsg, "msg_hook");
}

public msg_hook(msg_id, msg_dest, id) {
    // Do or don't do anything with the original message here
    
    for(new i = 64; i <= 100; i++) { // In HL, 64 to 100 is the range of all messages
        msg_state[i] = get_msg_block(i);
        set_msg_block(i, BLOCK_SET);
    }
    
    // Do stuff
    
    for(new i = 64; i <= 100; i++) {
        set_msg_block(i, msg_state[i]);
    }
    
    // Do or don't do anything with the original message here
}

Works like a charm. Lucky enough I need no message calls there.
I only need to block message calls caused by some of the stuff done there.