May we set custom messages for the warning or blocking of file downloads as regulated in Web Control?

May we set custom messages for the warning or blocking of file downloads as regulated in Web Control?  I have a customer who would like to customize the message given with the warning for downloading PDF files.  I know I can simply allow the file, but we would prefer to remain vigilant.  The only way I can find to do this is through customizing a firewall's warning, but nothing within Sophos Central.  Any ideas?

 

The firewall article is here: https://community.sophos.com/kb/en-us/123361