Captive portal only in transparent proxy mode ?

[FCM]

Hello,
I have an opnsense with the standard proxy (not transparent) linked to my LAN interface.
I would like to put a splash screen saying to the people trying to connect that they have to change their proxy settings.
So I activated a captive portal with no authentification for that but I get no splash screen, even if the proxy settings are good, you can use the Internet with no warning...

Captive portal works only in transparent mode ?
thanks