Block Data-in-Motion response rule for Cloud Applications blocks file upload, the incident is triggered but there's no popup for the end user.
DLP Enforce
Cloud Detection Server for REST
CASB Gateway
Cloud SWG with Proxy Forwarding configuration
Product Limitation
CloudSWG agent is responsible to display response rule pop up. In order to see is set up would need be changed from CloudSWG Proxy Forwarding to CloudSWG Agent.