exchange – Tag External Emails from NEW external addresses

We work with a giant company that prepends an email tag to every externally originating (to them) email that goes something like:

“Warning, this email originated outside your organization – don’t click any links unless you recognize the sender”

I don’t want to implement tagging exactly like this because 90% of all our mail flow is between us and this company. I’m worried the tagging would just become noise that gets ignored. (not to mention clutters email chains)

What I would like to set up instead would be tagging that only applies when an external account emails our organization for the first time For example, the tag would look like:

“Warning – you’ve never received an email from jon.doe@gmail.com before – Use caution if you were not expecting this email”

which I believe would be much more effective.

Does anyone know how to do this? Our environment:

On prem Exhchange 2013 / Proofpoint Spam Filtering