I am not aware of any standard function to accommodate this desire. Purchasing module does in general not work with pop-ups like it is seen in SD.
If you don't use PO release yet then I could imagine to use it for this control. Otherwise, you may need a small development with Z-tables for your candidates together with a short text, and a custom check in your PO to check on the Z-tables and to issue an own message.
SAP GTS works in general with sanction party lists, and I know from SD where we use it that it will block the processing until somebody releases either the customer in general or just the document.
