If you are checking them with Network Pevent Web, you can configure a pupop.
https://techdocs.broadcom.com/us/en/symantec-security-software/information-security/data-loss-prevention/15-8/about-response-rules-v40462357-d339e11/configuring-the-block-http-s-action-v27791553-d339e9115.html
It is implemented as a browser mesage and you can use html to make it look nice and professional.