Unfortunately, the Messages+ app does not support custom tones for each contact. 
Perhaps it will be added in a future update. The split screen update that generated swift and loud disapproval from users resulted in a fairly quick update that removed it, so if enough people request the feature...it may be added sooner rather than later.
In the meantime, if you need custom tones for each contact in messages, your only alternative is to use an app that supports it.
