How to set custom Block response for managed rule sets in AWS WAF?

You can customize web requests and responses in the following ways:

• With allow, count, and CAPTCHA actions, you can insert custom headers into the web request. 
  

• With block actions, you can define a complete custom response, with response code, headers, and body. 
  

https://docs.aws.amazon.com/waf/latest/developerguide/customizing-the-incoming-request.htmlis the link with more details and examples.