dp.message() should work anytime and it doesn't depend on any other variable:
https://api.daypilot.org/daypilot-scheduler-message/
You can also use dp.message.hide() to hide the current message.
There is a built-in "loading" label that doesn't use dp.message() - it's a different element. You can display it using this workaround:
dp.nav.loading.style.display = '';
It will display dp.loadingLabel as the text/html.
You can hide it like this:
dp.nav.loading.style.display = 'none';
But I would stay with dp.message() if possible because this is internal API.