I've been able to reply to a GM while in a dungeon/trial/raid. O_o Can't say I ever had one get back to me during Diadem/Eureka and may have something to do with that particular instance. I've always right-clicked to reply, though. Had the GM asking if I was there while in a Titan EX, trying to dodge Landslides. Makes me think they don't spawn near you, otherwise they'd have seen I was dodging for my life.