That indicates that the supplied user_id is invalid. I just tested changing the user_id and the user_name. The only time I got an error message (and it was that) was when there was a fake user_id.
In fact, the testing indicates that the value of the user_name is superficial to defining the name displayed when writing the message. When I checked the Sent box, it should the correct name for the supplied user_id regardless of the name supplied.
So, change that the user_id you defined in the URL correctly matches the intended recipient's Canvas-generated ID. If so, I would suggest reaching out to Instructure support.
You can check the ID by accessing the profile of the target recipient. From the profile page, the URL will contain the appropriate ID immediately following "/users/". If it's for yourself, you'll need to access the profile the same way you would another user (via the People page of either a course or account) or by selecting "Account Details" from the dropdown in the top-right of the "Profile" page.
Using my original example of "1234" would result in the following URLs:
Profile: https://<domain>/users/1234
Course Profile: https://<domain>/courses/<course_id>/users/1234
Conversation: https://<domain>/conversations?user_name=<any ASCII string can go here>&user_id=1234
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