Hello Angela,
The user will get the http response block page with the message stating Access denied to that specific site.
Did you mean that the user should get any message in the block page or the admin should get a message stating that a specific user is trying to access the blocked site?
If the admin should know about the access of the page by a user, then you can raise a enhancement request to add this feature to the product. The Dev team will review the request and do the needful based on the priority.
Rate and mark correct if the post helps you.
Regards
Jetsy
