How can you separate text messages to other phone numbers with one contact

Unfortunately you cannot do that. If you have multiple phone numbers assigned to a single contact, then the messages thread will be a single thread as you have learned. If separate text message threads are needed based on different phone numbers for a single contact, then you can create a second contact (same person with a different title or designation) with a different phone number.

Furthermore, You can suggest this feature directly to Apple by leaving a product feedback here 👉Product Feedback - Apple 

Axel F.