This is already possible:
Select all machines -> Send Message
the chat window on the client can be set to stay on top via the "advance configuration editor" extension, I use it frequently on kiosk systems.
Another option (windows only) would be to select your machines then run command "msg.exe * super important message text"

I think white-listing would be more beneficial in most cases (i.e. only allow requests from country1, 2 ,3. Block all others)

I seriously wish this would be addressed. the workaround I have in place is very cumbersome and frankly a PITA, and would make it more secure in general, not just in PCI