Seems this isn't really a built in option looking at the previous reply, but you can certainly devise a workaround!
Create a label with a Fill matching that of your form, then set the text to whatever message you may like to appear when the form finds no data. You can set this label's X/Y properties to a percentage of the form's total height/width so that it is placed over the "Getting your data" message, "replacing" it, regardless of any resizing that may occur to the form when displayed on different devices. May take some tooling to get it just right. Make sure that this is at the lowest layer of the controls present on this form so it doesn't impede interaction with any other controls.
Once you've got it all positioned correctly, set its OnVisible property as such:
If(
IsEmpty(Filter(yourdatasource, your filter), True, False)
)
Which will cause the label to appear only when the filter turns up with nothing, covering the default message.
Let me know if this works out for you!