Can we put up a "connecting..." page when doing a SAML IdP connection?

I posed the following to F5 support and the support person came back with an indication that the he could not find anything in support documentation and that I should try devcentral:

We are making a SAML Big IP as IdP connection to an external SP for an SSO connection. In the process, there is a point at the start of the connection where a white blank page is displayed. If this IdP/SP connection takes an extended period of time, the end user is staring at the blank page long enough to think something is broken.

We would like to present a page to the user at that point with a message on it like "Please wait while we are connecting....", rather than just the blank page.

We have another SSO solution on site that has the same problem and does have the ability to present a custom page at this point, so we would expect that the F5 can do it, as well. We are just not sure how or where to put that in.

Any ideas from the greater community?

Thanks,

Darrell