Security feature idea: Automatic information pop-ups if new DMs contain a link

Hello! I'm a moderator and admin for a few servers so I've been seeing my fair share of scammers, phishing accounts, and reports from people being targeted. While we do everything we can server-side to help filter scams and spam, one thing that's been tough is making sure the direct messages of members are safe. I know Discord has already been working on anti-scam measures and I myself have been reporting every single malicious link to Google safety, but I just got an idea that could help even further for when the filters fail. There aren't many reasons to send someone a link in your DMs within first contact with someone new to you, so I think it would be a good idea to have a pop-up with a short informational message in case a link is detected. Something along the lines of:

"Hey there! We've detected a link in this person's message! Unfortunately, not everyone online can be trustworthy so we want to help you be able to watch out for any phishing red flags to prevent yourself from being scammed or hacked. Red flags include:
-Wrong or unusual spelling of website domains
-A sense of urgency for you to 'hurry up and click'
-Asking for any login or password information (Discord/Steam/etc will not ask for this!)
-Asking for any money or payment
-Saying you've won a giveaway prize
-Posing as official Staff (Staff will not contact you in DMs!)
-Pretending you've been wrongfully reported
-etc."

We're trying to do everything we can but it's only so much. We can only make so many announcements or start so many conversations about online safety, and yet there always seems to be a constant stream of people admitting that this is all new information to them and they didn't realise these messages were dangerous. Even if filters can't catch everything, awareness is the biggest proactive measure we can hope for. 

As for legitimate links shared between friends or other members, it should be clear that this sort of popup doesn't apply, and once clicked away they can resume sharing with each other as they'd like to. 

Hopefully this all makes sense! Thanks for reading.