I found a workaround using Organization Rules, in case it helps anyone here... You can create a rule with:

User action → New Comment

Condition: Mention is [away user]

Action: Notify

Recipient: Action initiator

Then, when someone mentions a colleague who is away, the person who made the mention receives a warning.

The only limitation is that the absent users have to be added/removed manually from the rule conditions, but it works quite well as a temporary solution until Missive adds a native warning.

Very good idea