Good
timing since I'm wrestling with this at the same time. Like you, I also
have multiple DVs, so am running it in lavaan (also I don't like spss).
Hayes does include this in his Process for SPSS (model 74 shown below),
but Process doesn't produce conditional indirect effects (he makes
special note of this in the book).
A challenge
is that you can conceptualize your theoretical model like Preacher,
Rucker, and Hayes (first diagram below), or as I'm doing for my model
(second diagram). Mathematically, these are the same, but they have big
implications for your indirect effects. In the first, the X is
moderating the second stage effect in your mediated path. In the first,
you've simply got a moderator that also happens to be the mediator. So
for my model, I'm only computing unmoderated indirect effects since
there's no theoretical reason to expect a moderated indirect effect. And
I suspect that the reason that Hayes doesn't include them in Process is
because it would be impossible to tell which pathway was which. This
may also explain why the Preacher et al model doesn't include a path
Through XM (third diagram below).
If you're really keen to calculate your moderated indirect effect, I think you're going to have to use a method involving X+1SD and X-1SD. See, your indirect effect is missing some of what Preacher et al discuss, which would be:
## ind_Y_M_X := a1*(b1+(b2*X))
But of course lavaan can't put a variable into the computed effects. Just for fun, I tried plugging my X variable into the equation and lavaan just laughed at me. But I've seen people calculate this by calculating your x upper and lower limits and creating two equations where the [] are calculated numbers entered by hand.
## ind_Y_M_X := a1*(b1+(b2*[X+1SD]))
## ind_Y_M_X := a1*(b1+(b2*[X-1SD]))
Then you do some tests of significance on the difference, but you may do better reading some dedicated blogs on that.