How to customize Error when threat is detected at Regular Expression Protection policy ?

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I have Threat Protection policy which included both SQL and XSS patterns. But, when threat identified, the fault error returns my pattern in the error response. I would like to customize the error when threat detected. How can i achieve that ? I have created a fault rule and check the condition on ProxyEndpoint flow, and added the Raise Fault after the Threat protection policy. But Fault is not reachable.

<ProxyEndpoint name="default">
    <Description/>
    <FaultRules>
        <FaultRule name="Header-Fault-rule">
            <Condition>(fault.name = "ExecutionFailed")</Condition>
            <Step>
                <Name>Threat-Protection-Fault</Name>
            </Step>
        </FaultRule>
    </FaultRules>
    <PreFlow name="PreFlow">
        <Request>
	 <Step>               
                <Name>Thread Protection</Name>
         </Step>
  	 <Step>
                <Name>Threat-Protection-Fault</Name>
         </Step>
.
.
.

Default Error by Threat Protection Policy:

{"fault": {
   "faultstring": "Regular Expression Threat Detected in Thread Protection: regex: [\\s]*((delete)|(exec)|(drop\\s*table)|(insert)|(shutdown)|(update)|(\\bor\\b)) input: delete",
   "detail": {"errorcode": "steps.regexprotection.ThreatDetected"}
}}
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