Lemmy doesn't have an integrated mod mail system. You have to ask the other mods to create accounts on a chat service like Matrix or Discord, and hold group chats there.
As a side note, having a Matrix account can be helpful in general on Lemmy. Several instances have open group chats on Matrix where you can report issues or ask questions of the admins. There is also an overall Lemmy space on Matrix: https://matrix.to/#/#lemmy-space:matrix.org