/usr/lib/mono/4.0/System.Messaging.dll is in libmono-system-messaging4.0-cil 2.10.8.1-1ubuntu2.
This file is owned by root:root, with mode 0o777.
It is a symlink to /usr/lib/mono/4.0/../gac/System.Messaging/4.0.0.0__b03f5f7f11d50a3a/System.Messaging.dll