The most common and most likely answer to this crossword clue is the 5 plus 5 letter word OUIJA BOARD
I've seen this crossword clue in The Daily Telegraph
O
U
I
J
A
B
O
A
R
D
Buddy explains!
The straight part
We know that "One relays creepy messages" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case one relays creepy messages = ouija board.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.