Threat Prevention Endpoint protects your users by blocking access to malicious websites. Threat Prevention Endpoint cannot display the HEIMDAL™ Block Page when an HTTPS address is blocked because HTTPS needs a certificate validation.
For example, if you decide to block Facebook for your users, each time one of your users tries to go on facebook.com the local endpoint browser will receive the above error because facebook.com uses the HTTPS protocol. This means that when the user tries to access facebook.com, the browser expects a certificate validation from Facebook. The validation will not be received and instead, the browser session will receive the Heimdal Security certificate, therefore the request will fail.
If the Administrator is interested in finding out the threat types vs. the hostnames, there is a view inside the HEIMDAL Dashboard, known as Threat view, where the most blocked threat type from the target environment is listed.