Hank here from Shopify.
You can continue to sell out of stock products within your admin by enabling inventory tracking. However, as you mentioned you are using TradeGecko, it may be best to reach out to them directly to implement this feature into your store. Their support details can be found on their app listings page but I will share them below for you also.
Next, in relation to the pop-up message that you are looking for, there are a couple of ways this could be done. But it would have to happen either on the cart or product page, as the checkout is not customizable.
One way this could be done is through some coding. Hopefully, someone with more technical skills in the community will come across this and be able to add some value to you here, but if not, your best bet might be to reach out to one of our Shopify Experts, who you can hire to do almost any custom work on your store.
The next option is through the likes of an app. I have a number of great apps for you to choose from, so I will list some for you below.
That is just a small snippet of the apps available for this feature but I'm sure you will find an app to suit your needs from that list if you choose to use this option.
Let me know how you get on, or if you have any further questions, I'd be more than happy yo assist you!
All the best, Hank