Hi jorge-diaz,
I have the same "issue" at home with my MX64.
When i visit a blocked category the website request just times out.
As far as i know the reason behind this is that Meraki MX devices can't perform SSL decryption for HTTPS websites.
Umberlla does display a block page even for HTTPS connections because Umbrella can do SSL decryption.
"Without the root certificate, when your users go to that service, they will receive errors in the browser and the site will not be accessible. The browser, correctly, will believe the traffic is being intercepted (and proxied!) by a 'man in the middle', which is our service in this case. The traffic won't be decrypted and inspected; instead, the entire website won't be available."
This is a extract from an Umbrella article explaining the SSL decryption feature.
When you have no root certificate installed in Umbrella it behaves just like the MX devices now and the connection times out rather than you getting an block message.
So if my assumption regarding this topic is correct i dont really think that there is a chance for a workaround.
Hope that helps 🙂
Kind Regards
Niklas