Hypothetically speaking, if a player's character has Message and Detect Thoughts, could they combine the two during a non-combat situation e.g. an Interrogation, or a meeting?

You need to use your action to detect the creature's thoughts, even on turns after the spell has been cast. So you couldn't combine it with Message unless you used a sorcery point to cast Message as a bonus action. But since you have to be within 30 feet of a creature to use Detect Thoughts, chances of you being in an interrogation type situation where you couldn't just speak as a free action instead seems low. It would work with telepathy, though, if you have that via spell or feat or racial feature.

I was just curious as my Bard has Message as a Cantrip and Detect Thoughts as a spell, and we were in a meeting with a King that we're all highly suspicious of. So my plan was to have the Party members talk, while I read his thoughts, then use Message to really them to another party member of that makes sense

Gotcha. Yeah, the above would still apply, but you could try every round or two using Message instead of detect thoughts. Or arrange to only use it if he lies/tells the truth about something, so you can use Message only when the opposite applies. But keep in mind that Message has verbal, somatic, and material components, so if you do use it in front of the king you'll want to be able to hide that you're doing so.