Something like enwiki's version of the spamprotectiontext message (that's shown to someone who tries to post a revision containing blocked URLs) sounds like what you want here, or at least one of the pages it links to. I'm not sure if there's a particularly good language-agnostic page on metawiki to be the default, though.

https://en.wikipedia.org/wiki/MediaWiki_talk:Spam-blacklist seems to be the main discussion page for both blacklists and would make for a sensible default at most wikis. There's the global blacklist as well, but presumably local contributors will be able to direct people to the right place if the blocked domain is globally blocked.

In T360493#9646841, @Trizek-WMF wrote:

The link we will add to know more must be community configurable, and a fallback link should be provided.

Yes - we usually do this by nesting the messages. My suggestion above is for the fallback/default link.

In T360493#9646930, @Esanders wrote:

we usually do this by nesting the messages.

Do you mean editing messages locally?
If so, as we are progressively moving to Community Configuration, I think it would be better to have it inside EC's configuration.
If not, can you clarify, please?

Regarding the preferred place to find information, I would prefer to provide an explanation of what is a reliable source, more than a way to contest what EC said without any context. We have 75 pages across wikis that explain the concept of reliable sources. I would populate the configuration with it, and fallback to English when there is no page (as we don't have any Meta page about it).