You could do this with workers, there is one example of how to use a worker to redirect based on country. You could modify this to redirect customers to an explanation page.
You could also return specific content rather than redirecting, if you wanted to display an explanation page. Another alternative would be to redirect to the legal justification (for example, if you’re in the US you might redirect to the US Department of the Treasury page describing the embargo).
Note that this applies to the customer’s location and not necessarily a particular node. I’m not sure if you can act against a specific Cloudflare node, but at least in most cases this might accomplish your intended goal.