If you are allowing $ony's servers to come through your connection without using a DNS or proxy to block/reroute, then you are always going to get that warning. Just make sure you inject the blocker payload after running whatever HEN you use. You will still get the warning, but if you accidentally hit the "Update Now" option the download and install of a new firmware will fail....so there's no chance you can even accidentally install an update as long as you use the blocker. If your update is already downloaded, then you need to FTP into your console and see if an update is in the "update" folder on the root of your PS4 and delete the PUP.