Thank for reaching out. AFAIK there is no such out of box feature for custom failing a dataflow and writing error message.
A possible way you could try is by using a validation activity to check the file size > 0 before executing your data flow activity. If the validation is true then execute dataflow activity, and if validation is false then you can send an email by triggering a logic app from ADF as explained in this blog : Send Notifications from an Azure Data Factory Pipeline
If you have a feature request suggestion related to this requirement, please feel free to share it in ADF user voice forum: https://feedback.azure.com/forums/270578-data-factory/
Hope this info helps.
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