Messageboxes branch off of parent levels. You can only set messageboxes for levels that appear on the world map. So if you've entered your test level from level 105, you should set the messagebox for level 105, not the test level's number.
If two levels (let's say 104 and 105) both lead to level 1C5 and you put a messagebox in 1C5, the message would vary depending on what the messages were in levels 104 and 105.
On one hand this means you don't have to change your messageboxes if you change what sub-levels a level leads to, or make sure all the connecting levels have the same message. On the other hand it means you're limited to 2 messages per level, regardless of how many sub-levels it goes through.