When you encounter a website that is being blocked you get a 404 error (same as if didn’t exist or it isn’t responding at all.
There is an option to edit the Pi-hole FTL configuration file:
sudo nano /etc/pihole/pihole-FTL.conf
Add or modify the line to set the blocking mode:
BLOCKINGMODE=IP
However, that doesn’t work for https sites (which is a majority of the sites these days).
The feature request is to add an option/check box to DISPLAY that this page was blocked by PiHole vs just null route it. Literally it could just point that “blocked” IP to be a self-hosted (localhost/etc) webpage or image that is provided by the PiHole itself (bonus would be something that you could edit - providing POC to request it be unlocked).
I know that is not part of the CORE functionality of the existing product - but it would really be a NICE thing to add I would think. It is one of the things that I really MISS about going to PiHole from OpenDNS. Another thought just came to me, how about an option to display a page/image OR redirect it to another DNS IP (like OpenDNS or 9.9.9.9/etc - you provide the IP to go to).
Just a thought - it would really be nice to know if something is being ACTIVELY blocked vs just not online/working.
What you're describing the exact technique that the IP blocking mode uses, which as you're already aware will not work with HTTPS.
A topic on a different forum got me thinking the other day :
In which version of Pi-Hole did the old “Blocked by Pi-Hole webpage” disappear exactly ?
Was that already in version 4.x or later in 5.x ??
It was someone that needed such functionality, but I also can’t remember if it worked with HTTPS webpages or not ?!
This file doesn't exist in Pi-hole v6.
Please check our documentation:
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Right, that does work for http but not https, so I thought that it was worth putting it in officially as a feature request. 
Hopefully something can be worked out. It may not be something that everyone wants on by default, but it would certainly be nice to have it work for http/https and easier to enable/disable in the webpage settings vs command line.
Sure it can be enabled, but it only works on http sites.
I'm not sure, but it would be really nice to be on a future release again!
Showing a block page once was Pi-hole's default behaviour, but you'd never see such a page when browsing the web nowadays: As pointed out repeatedly, redirecting to a block page generally does not work as soon as HTTPS is involved.
Due to the increasing adoption of HTTPS (>95% in Europe, North America and Oceania, >80% in Africa, Asia and South America), Pi-hole has switched its default behavior to NULL blocking as early as 2018 with Pi-hole v4.0 , so that the block page was no longer used by default, and the block page itself was removed from Pi-hole in 2022.
It won't return.
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No, it can't.
Modern browsers won't allow to show a page served from localhost (or from any other domain) to replace the real content, when https is used.
That's exactly why https exists: the browser will identify when the pages are coming from a different domain than expected and show errors like SSL_ERROR_BAD_CERT_DOMAIN, SEC_ERROR_UNKNOWN_ISSUER or similar messages.
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Well that's sad… hoping there would be some sort of way for this to happen again then. Apparently it used to be that way.
There are were expensive solutions for such setups, so if you happen to have the cash… 