When I say "copper melts at 1084 degrees" one makes a claim that is true even if there were no reasoners (so it can’t be a claim directly about inferences being good). What it conveys is about inferences, not what it says. Likewise, I say “The sun is shining” while I convey “I believe the sun is shining.”
It might help to make progress toward understanding the say/convey distinction (which Sellars admits he’s not clear about) by distinguishing two flavors of inference:
semantic inference: good in virtue of the contents of the premises and the conclusion
pragmatic inference: good in virtue of what you’re doing in asserting the premises or the conclusion.
e.g. John says ‘your book is terrible’ and I infer that he’s mad at me
Geech embedding distinction between the two: we look at whether we’d endorse “My book is terrible, then John is mad at me". Because we wouldn’t, we know the inference is pragmatic.