It is not possible to create complex mail routes in Multiplayer. I did not test single player but it should be the same there.
To reproduce:
Create a mail route with 3 islands and try to configure it with the following rules:
Try loading mail into shipslot 1 on island A and unloading on island C
Try loading mail into shipslot 2 on island B and unloading it on island A
Expected Result:
Should work like normal trade routes. The configuration stated above should be possible to dial in.
Result:
Mail loaded on island A is automatically unloaded on island B, no other config possible
Mail loaded on island B is automatically unloaded on island C, no other config possible