Re. 1 - set the specific message in LIVE_INVOCATION step
No, the intention of the LIVE_INVOCATION step is to forward the incoming request to a live version of the service that your current virtual service is virtualizing. If you want to send another payload then you will need to add additionnal steps to your VSM, as described under Re 2.
Re. 2 - Some virtual service that we want to call are based tcp protocol
WEB SERVICE EXECUTION(XML) is HTTP call as the name indicates.
You can extend your .vsm workflow with whatever step available to you in DevTest Application Test. Unfortunately, there is no generic TCP step to my knowledge. So, for this requirement I would probably add an "Execute Script (JSR-223)" step and in there add the necessary lines of beanshell (with Java), or Groovy, or... to execute that TCP call.
Cheers,
Danny