Show wp_die if url form comment not emply

For all simple operations prior to comment submission use the action pre_comment_on_post. Like this:

add_action( 'pre_comment_on_post', function() {
    if ( !empty( $_POST['url'] ) ) {
        wp_die( 'Go away!', 'Nope', [ 'response' => 403, 'exit' => true ] );
    }
});