From what I understand, you're building a system that sends messages to 3rd party systems. In other words, systems you don't control. It has an API but compensating actions aren't always possible, because the API doesn't provide it or because actions are performed inside the 3rd party system that can't be compensated or rolled back?
If possible try to solve this via sagas. Make sure the saga executes the different steps (the sending of messages) in the right order. So that messages that cannot be compensated are sent last. This way message that can be compensated if they fail, will be compensated by the saga. The ones that cannot be compensated should be sent last, when you're as sure as possible that they don't have to be compensated. Because that last message is the last step in synchronizing all systems.
All in all this is one of the problems with distributed systems, keeping everything in sync. Compensating actions is the way to deal with this. If compensating actions aren't possible, you're in a very difficult situation. Try to see if the business can help by becoming more flexible and accepting that you need to compensate things, where they'll tell you it's not possible.