Dear Olivier,
It is potentially possible to create such a custom report, but only by interacting directly with the API to fetch all the data and then parse and differentiate your Callback interactions.You should look into the Conversation Aggregate query and differentiate on MediaType.
We haven't created this is a package yet, so unfortunately we can't provide you with a productized customization. If you have the knowledge, you can create a custom report yourself or reach out for consultancy services.
Hope this helps
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