I always prefer to have control in code over my settings on my website. When I have to add some message on top of a view, I do it this way. The trick is to use the Markup class if you want to add HTML of all sorts:
use Drupal\Core\Render\Markup; // on top of file
/**
* Add a message before the customer view
* Implements template_preprocess_views_view().
*/
function MYMODULEORTHEME_preprocess_views_view(&$vars) {
$view = $vars["view"];
if($view->storage->id() == 'customer_overview') {
$markup = Markup::create("<div class='messages messages--warning'>Only verified customers are listed here.</div>");
$vars['header'] = $markup;
}
}