Mail flow policy requirement - notify users that the message was quarantined

Have you looked at DLP policies, as an alternative, to see if that is any better?

WIth DLP, it can block emails that match financial data and it can send a notification to the sender (and admins if required) with custom text. 

Worth checking out, if you haven't already: https://docs.microsoft.com/en-us/office365/securitycompliance/data-loss-prevention-policies

There isn't a quarantine feature but, there is a user override option, that might be worth looking at.