I am loading a data table on demand and have linked it to markings in a previous tab. The Data table look like:
UniqueCount(ID) <= 1000
One work-around would be use of a small Text Area on the page (perhaps as a header). You can
Insert Dynamic Item -> Calculated Value or Icon and have it perform a count or unique count based on marking (selection). For example, once the Count(ID) is > 1000, the text can change to red, or the icon can change color. This is a processing-light alternative which won't necessarily create a pop-up, but can still provide instant notification to a user that too many rows have been selected.
I haven't tested most of this code and I provide it as a place to start thinking about the problem, rather than a turnkey solution. Hopefully it works with only minor tweaking necessary.