Hi Amir,
So far nobody had asked for such a feature and, frankly, I don't see a good reason to implement that. Just remember that sniffing the country is about 95% accurate. It's best to redirect visitors based on their language (something which Joomla! can do) rather than their country.
The URL the Geo-blocked visitors see is the same error page all blocked visitors see. You get the choice between a standard-issue Joomla! 403 error page with a custom message, or the new design, overridable error page - it's all in the docs. While you can't the change the URL of the page (because it's not a special URL, it's a bit complicated to explain it but let's just say that Admin Tools hijacks the page), using the custom error page you can provide your own layout to present the message you want. You can do that using standard Joomla! template overrides.
Nicholas K. Dionysopoulos
Lead Developer and Director
🇬🇷Greek: native 🇬🇧English: excellent 🇫🇷French: basic • 🕐 My time zone is Europe / Athens
Please keep in mind my timezone and cultural differences when reading my replies. Thank you!