Use
firewall filter, NAT or mangle
or
bridge filter or NAT
rules to log.
I hope some other users can help you.
Is too much complicated for me,
but I suggest you the right way.
Remember: you can personalize HTML error forbidden page!
Open winbox click on ip / web proxy / reset html
Now you have last version of error page on
files
webproxy folder
errors.html file.
You can personalize errors.html as you want.