I can see I get the custom notification after I deny the permission and then trigger the location requirement again. For some reason I was convinced that this message should appear when the Location called, not only when the permission is denied.
This works with android.permission.ACCESS_FINE_LOCATION.
However,
android.permission.ACCESS_BACKGROUND_LOCATION still doesn't show custom messages - after you denied it, and then tried to use Location again, it's asking default "Allow background location".
I created a simple dialog for the moment when the permission will be asked.