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Trying to figure out the correct type punctuation for dialogues

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I'm currently writing a story which so far is going well, but I reached a point in the story where I don't know how to proceed. When a character is talking, I write their dialogue just like this:

"I went shopping with him today."

But right now I got to a point where there are more voices in it and I don't know how to write them. The other types that I have are:

  1. A voice that only the main character can hear in his head
  2. What the main character used to communicate with this voice
  3. The main character's thoughts

These 3 voices only the main character can hear and no one else since they all are in his head. The thoughts I plan to write like this:

"(I must not do that otherwise it may be dangerous)"

But I don't know if I should use quotation marks. I don't like the way they look. Also, I want to make voice #1 and voice #2 stand out too since going forward they are going to be a huge part of my story and will be used often. I know that technically #2 and #3 are the same but I want to differentiate between thoughts and and talking with the voice in my character's head, since for that one when I say something, it will be expected that the voice will answer.

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Direct speech is in quotation marks, non-verbal communication, such as telepathy, is in italics, and thoughts are not marked up.

Hello John.
John turned around, looking for who had spoken in his head. "Where are you?" he asked the empty room.
I know you, he thought.

For more detail, see my answer here: https://writing.stackexchange.com/a/35380/29032

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For regular dialogue, you don't need italics. Quotation marks are what marks dialogue.

Italics are usually reserved for non-verbal communication. That could be the voice in your character's head and your character's replies to it, or that too could be in quotation marks - depending on how you want to present this dynamic.

Thoughts, in my experience, usually go without either.

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