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Maybe @Mads Petersen knows a trick or two?

This has nothing to do with nFactor schema?

I can only modify the first page / the page before this one using a custom theme or login schema. The text is a RADIUS response, maybe some rewrite stuff to change on the fly?

This is from the RADIUS-Challenge message I believe, so any modification would need to be from the RADIUS server side

It's possible to rewrite radius on the netscaler, i'm not sure if it's possible to replace (which is a valid action) the message, you will have to do some research here. https://docs.citrix.com/en-us/citrix-adc/13/appexpert/rewrite/radius-support-rewrite.html