Handling CORS issue when WAF(Web Application Firewall) blocks the request

We have added custom rules in Azure WAF using geocoding to block API requests from certain countries. The custom error code and message are set in WAF. But when the requests are being blocked we are receiving CORS error. We have handled CORS in server side, but in this case the request is getting bounced back from WAF, before reaching the server. Is there a way to add custom response header in WAF, when the request is being blocked or can we handle this from Ionic by bypassing the preflight request?