Hey,
I can see you trying really hard to prevent people being scammed which is great, but I feel like you are missing a really good opportunity that means you have additional data to make decisions and possibly avoid making things more and more complex.
Showing a static warning is not ideal because if it's something I've done several times, it will just be filtered out of my mind. Asking me to double confirm, yes/no is not good because if I am trying to complete the task I will naturally just be biased towards yes and not think about what you're actually asking me.
So why not just ask us, when something suspicious is occurring, what we are doing? When I go to raise my limit or pay someone new that looks suspicious, why don't you ask me in the app to choose from a list of options that describes why I am doing this e.g.
"You are making a large payment to a new account, after raising your transfer limit:"
"I am making a transfer to a business for a purchase or service that I initiated"
"I am making a transfer to a business that contacted me requesting payment for a service/product"
etc.
Or
"You are making a payment to a new account, are you sure the details are correct?"
"Yes, I got the details from the company's website"
"Yes, I got the details from the company's invoice I received"
"Yes, I got the details from the company's email I received"
"Yes, I got the details from the company over the phone"
"No"
These examples are not great, but I am sure you employ some great UX experts who can make something good out of these. Let me just tap on one of these and then you go and do whatever you need to do afterwards.
You can use the data to then additionally filter out transactions that are more likely to be legitimate, and also potentially intervene if you like interactively. You can also track the level of fraud and/or cancellations of payments across the categories.