Apparently the automatic script creation doesn't include unique indexes. Below the complete script.
/****** Object: Table [dbo].[MESSAGE_IN] Script Date: 16/11/2018 13:05:38 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE TABLE [dbo].[MESSAGE_IN](
[MESSAGE_IN_ID] [bigint] IDENTITY(1,1) NOT NULL,
[MESSAGE_ID] [bigint] NOT NULL,
CONSTRAINT [PK__MESSAGE_IN] PRIMARY KEY CLUSTERED
(
[MESSAGE_IN_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
/****** Object: Index [messageID] Script Date: 16/11/2018 13:08:36 ******/
CREATE UNIQUE NONCLUSTERED INDEX [messageID] ON [dbo].[MESSAGE_IN]
(
[MESSAGE_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, IGNORE_DUP_KEY = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON, FILLFACTOR = 85) ON [PRIMARY]
GO
/****** Object: Table [dbo].[MESSAGE_IN2] Script Date: 16/11/2018 13:05:38 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE TABLE [dbo].[MESSAGE_IN2](
[MESSAGE_IN2_ID] [bigint] IDENTITY(1,1) NOT NULL,
[MESSAGE_ID] [bigint] NOT NULL,
CONSTRAINT [PK__MESSAGE_IN2] PRIMARY KEY CLUSTERED
(
[MESSAGE_IN2_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
/****** Object: Table [dbo].[MESSAGE_OUT] Script Date: 16/11/2018 13:05:38 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE TABLE [dbo].[MESSAGE_OUT](
[MESSAGE_OUT_ID] [bigint] IDENTITY(1,1) NOT NULL,
[REFERENCE_MESSAGE_ID] [bigint] NOT NULL,
CONSTRAINT [PK__MESSAGE_OUT] PRIMARY KEY CLUSTERED
(
[MESSAGE_OUT_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
/****** Object: Table [dbo].[MESSAGE_OUT2] Script Date: 16/11/2018 13:05:38 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE TABLE [dbo].[MESSAGE_OUT2](
[MESSAGE_OUT2_ID] [bigint] IDENTITY(1,1) NOT NULL,
[REFERENCE_MESSAGE_ID] [bigint] NOT NULL,
CONSTRAINT [PK__MESSAGE_OUT2] PRIMARY KEY CLUSTERED
(
[MESSAGE_OUT2_ID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
ALTER TABLE [dbo].[MESSAGE_OUT] WITH CHECK ADD CONSTRAINT [FK_MESSAGE_OUT_MESSAGE_IN] FOREIGN KEY([REFERENCE_MESSAGE_ID])
REFERENCES [dbo].[MESSAGE_IN] ([MESSAGE_ID])
GO
ALTER TABLE [dbo].[MESSAGE_OUT] CHECK CONSTRAINT [FK_MESSAGE_OUT_MESSAGE_IN]
GO
ALTER TABLE [dbo].[MESSAGE_OUT2] WITH CHECK ADD CONSTRAINT [FK_MESSAGE_OUT2_MESSAGE_IN2] FOREIGN KEY([REFERENCE_MESSAGE_ID])
REFERENCES [dbo].[MESSAGE_IN2] ([MESSAGE_IN2_ID])
GO
ALTER TABLE [dbo].[MESSAGE_OUT2] CHECK CONSTRAINT [FK_MESSAGE_OUT2_MESSAGE_IN2]
GO
Geert