Hi Daniel Goullet ,
I understand that you are looking to customize the red "Contact your administrator" page. It sounds like you are referring to the red page that says "This website is blocked by your administrator. Contact your administrator for more information." Right now there isn't a way to customize this content.
I understand that it could be useful though for adding company branding and providing more specific instructions to customers. I have passed your feedback along to the product team, and if there are any details or business justifications that you would like to include, I will gladly pass that feedback along too.
You are also welcome to leave your own feedback in the Feedback forum if you would like to hear back from the product team directly. https://feedback.azure.com/
I will let you know what I hear back from them as well.
If the information helped you, please Accept the answer. This will help us as well as others in the community who might have the same question.