How can I configure Squid to show a warning for certain URLs, but let me?

Question

linux

There is a need to configure this behavior so that for domain.com it shows a warning "You want to view an unwanted site, lalala, click the button if you are sure." And after clicking on the button next, the site would open as usual.
All logic of web filters is sharpened on pass\block. Watched SquidGuard, Dansguardian - similar.
The logic with the warning can not be found in any way.
UPD:
03/31/2016 As a result, we managed to write a binding in the form of url_rewrite_program, which sends a request to SqudGuard and, in general, everything works. True, a few clumsiness remained, tk. I'm not a programmer and coded on Google, if anyone is friends with python and can help, I'll be grateful.
UPD: 2.04.2016
https://github.com/misant/redir
For pfSense 2.2.6, it should be easy to adapt to other operating systems

Answer 1

I did not find such logic, I wrote a wrapper for intercepting requests between squid and squidguard, not very elegant, but it works.
Installation is described for pfSense 2.2.6
https://github.com/misant/redir

Answer 2

there is no such logic in squid, build it yourself:
nginx, cookies , another proxy, etc.