I understand. Let's break it up into the two scenarios you can encounter:
You are the initiator of the SMS conversation. This means no previous conversation existed prior. The SMS will follow whatever route is hardcoded in extension >> general >> Enable SMS >> Can send SMS via. So this is how you choose.
You are the receiver of an SMS. This means an SMS somehow made its way to your PBX and specifically to your extension. No matter what is hardcoded in the extension settings, the SMS reply will be sent back via the same route it took to arrive. Once a SMS conversation is established to the PBX, you unable to select how to route it thereafter.