I need tow separated message buses to use it with different (not compatible) middleware sets.
I have to sets of message, middleware and handler class:

CommandMessage -> CommandMessageMiddlware -> CommandMessageHandler
EventMessage -> EventMessageMiddlware -> EventMessageHandler

I make config/packages/messenger.yaml

framework:
    messenger:
        default_bus: command.bus
        buses:
            event.bus:
                middleware:
                    - AppMiddlewareEventMessageMiddlware
            command.bus:
                middleware:
                    - AppMiddlewareCommandMessageMiddlware

And add to config/services.yaml

services
    ...
    ...
    AppMessage:
        resource: '../src/Message'
        autoconfigure: false

    AppMessageHandler:
        resource: '../src/MessageHandler'
        autoconfigure: false

    AppMessageHandlerEventEventMessageHandler:
        autoconfigure: false
        tags: 
            -   name: messenger.message_handler
                bus: event.bus
                handles: AppMessageEventEventMessage


    AppMessageHandlerEventEventMessageHandler:
        autoconfigure: false
        tags: 
            -   name: messenger.message_handler
                bus: command.bus
                handles: AppMessageCommandCommandMessage

The result is:

        // works as expected with CommandMessageMiddlware
        // on default "command.bus"
        $this->bus->dispatch(new CommandMessage()); 

        // BUT! There I have 'No handler for message "AppMessageEventEventMessage"' 
        $this->bus->dispatch(new EventMessage());

Every time I dispatch any event on non-default message bus, then I have error “No handler for message XXX“

This is messager:debug command:

Messenger
=========

command.bus
-----------

 The following messages can be dispatched:

 ------------------------------------------------------------------------------------------------------ 
  Messages for COMMAND bus                                                                              
  AppMessageCommandCommandMessage                                                      
      handled by AppMessageHandlerCommandCommandMessageHandler (when bus=command.bus)                                                                                             
 ------------------------------------------------------------------------------------------------------ 

event.bus
---------

 The following messages can be dispatched:

 ---------------------------------------------------------------------------------------------------- 
  Messages for EVENT bus                                                                             
  AppMessageEventEventMessage                                                    
      handled by AppMessageHandlerEventEventMessageHandler (when bus=event.bus)  
 ----------------------------------------------------------------------------------------------------