is it not possible to say "nekdo poslal tuto zpravu do nasim manzelkam"?
1) Do is used with genitive, not dative.
2) Do means 'into/in' (a place, a location) or 'until/till' (a point in time).
Why is 'Někdo poslal našim ženám tento vzkaz' not accepted?
Because no one has reported anything with "vzkaz" yet.
So there is nothing wrong with my version as such?
Am I to understand that it is the indirect object of the verb that is written in the dative and not also the direct? or is tuto Zpravu also dative?
Tuto zprávu is in the accusative case, as the direct object of the verb. The indirect object (našim manželkám) is, indeed, in the dative.
Is it always the indirect obj (when there is one) that takes the dative ?
The information about the use of the dative in Czech presented here may be of interest to you: http://cokdybysme.net/pdfs/dative.pdf.