This is a quite well idea to protect (not only Newbies) from getting scammed.
A warming will be fine, maybe red in the PM Part.
But as we have a lot of warnings and technical tricks already and like in your example the scammers know also on this and find ways to avoid.
Moving to email/telegram etc..
The best will be we need to be faster than the scammers in helping

------
We need to create a police force, and then try to develop methods to recover stolen funds.
recover stolen funds will not possible as we did not manage the money for people..