Hi,
Is it possible with mikrotik to block a host from the LAN to Internet and show him a page with warning?
Or redirect all http and http traffic from only one specific host from the LAN to a warning page.

Please help me.

I want this because sometimes I need to show a warning to a specific host of my LAN.

Setup a proxy and add DNAT rule to redirect HTTP traffic to the proxy.

Yes ok but is this also working if I only want to redirect one specific host in my network?

Transp proxy should also work, in case "specific host" has fixed IP, and you only redirect its traffic.
Otherwise, you need to redirect evething to proxy, and then deny access/display message for "specific hosts" domain.