Question
It seems that support for a marketplace could be consider a competitive advantage if it's tightly integrated into the transaction, so should this be built in house, or use a 3rd party app to do this.
What do AirBNB, Fivver, Thumbtack use?
Answer
I always recommend to use a third party, and I would recommend Intercom (http://www.intercom.io/). It has instant support service to have a conversation with the users. You can always use it to create automatic messages and emails to your users, even use segmentation for those messages.
I know Airbnb uses Mixpanel, but for metric purposes, to analyze their users and their actions, but that's not exactly support: https://mixpanel.com/case-study/airbnb/