Hello Zarko Petrovic,
Thanks for reaching out. There is no property called fields in the message object hence you are receiving the Bad Request error. The below article lists all the properties of the message object and these properties are the ones returned in the /messages api call response.
https://learn.microsoft.com/en-us/graph/api/resources/message?view=graph-rest-1.0
Retrieval of custom columns is not supported. I would suggest posting your query on the Graph feedback forum.
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Thanks.