You are overthinking this as it doesn't need an inner search unless you want to replace every tab in that paragraph.
Code:
Sub CleanUp()
Dim oRng As Word.Range
Set oRng = ActiveDocument.Range
With oRng.Find
.ClearFormatting
.Text = "MESSAGE:^t"
.Replacement.Text = "Message: "
.Execute Replace:=wdReplaceAll
End With
End Sub