No, the !ban doesn't play a message.
I have no experience of using 141.
Don't need to prefix the dial number with 0044 provided your IP address is registered to the UK.
At one time I had on a plusnet IP address register to the US, that caused problems so I moved to a static UK IP address which fixed the problem. Since moved internet provider to BT, dynamic IP, but and have no repeats of this problem.
You need to dial the STD code. Although you could create a digitmap to automatically add your local STD code to local numbers.
I assume you've seen the link I posted for screening withheld numbers.
To screen withheld and international calls you can change that digitmap to: {(?|00xx.):AA},{ph}
? matches number withheld, 00xx. matches international.
Alternatively the following will screen ? and silently block 00xx.
{(?):AA},{(00xx.):},{ph}
HH