Hi Siva,
Global Message classes contains the messages which are relevant for an application area .From your explanation it appears you want to know all the standard messages which SAP throws and you want to store it into a custom message class. I have never seen such requirement before and may I know what is business motive behind such development ? I am asking the counter questions because of the below reasons .
a) How are you planning to capture it into a transport as Message class needs to be attached to a transport request.
b) The number of messages in the BADI will change every time based on the transaction data. Are you trying to create a message class (master data ) based on individual transactions.
c) Where are you going to use these messages and for what purpose?
Anjan