When using a command block with a "Hover Note" name such as "Farmer Steve" for example.

Wanting it to say in chat, "<Farmer Steve> You don't have enough levels for that mate."

No matter the function: /msg , /w , /tell

The chat ends up saying, "<Farmer Steve> Farmer Steve whispers to you: You don't have enough levels for that mate."

If I want to whisper to another player I would use: /w
If I want to send another player a message I would use: /msg or /tell