Action inside a custom visual or custom events from visuals?

I want to develop a custom visual that has a button and multiple fields (measures). The measures are an array like string of the current selection on some other tables (an array with selected objects from a dimension). The visual should have predefined configuration on what action should send out. 

I want to send out a message similar with the internal messages which are using window-post-message-proxy. The visual is sandboxed and I can't seem to find a way to catch or even link the visual with the embedding report. Is it possible to send and catch this kind of object from a visual and have an implementation on what it does outside of PBI? Is there any other way to get the current selection without a custom visual?

I am currently using https://github.com/microsoft/powerbi-client-react to embed a report. Is there any way to extend the visual to emit a custom event and be catched or handled safelly (using window-post-message-proxy)? Am I missing some important part of the docs?

Any ideeas are good.