Returning error upon comment being flagged as spam

This is how I’ve handled passing messages back to the user before: within your current function, set a transient with your message:

set_transient( 'admin_notice', 'Please put down your weapon. You have 20 seconds to comply.' );

Then add a new hooked function:

function admin_notices() {
    $notice = get_transient( 'admin_notice' );
    if ( $notice ) {
        echo '<div class="error"><p>' . $notice . '</p></div>';
        delete_transient( 'admin_notice' );
    }
}

add_action( 'admin_notices', 'admin_notices' );