Well, you could try tricking the modem by setting the UDHI (user
data header indicator) bit on within the PDU-type octet of the
4 individual messages which 500 characters would require.  Then
you'd need to encode the UDH (user data header) fields
yourself, and then re-encode those into 7-bit characters which
the modem will accept as if they were text.

You'd use the

       AT+CSMP=<fo>

command to set the UDHI bit (<fo> = "first octet" = PDU-type)
prior to submitting the message.  Numbering the 8 bits in <fo>
from zero on the right to 7 on the left, UDHI is bit 6.

But encoding the UDH as pseudo-text might prove to be as hard as
using PDU-mode in the first place.

Other than that, if your modem won't break it down into parts
for you, then you'd need to abandon text-mode, use PDU-mode,
and encode the PDUs yourself.

A total of 3 parts seems to be a common limit for enoding (not
sure about reassembling) a multi-part message.  Given the
payload reduction necessary for the information required in the
UDH, that's 459 (3 x 153) characters from the default 7-bit
alphabet.

You could send up to 255 parts (39,015 characters) in PDU-mode.

John