Hey Mike,
Alright I see. You could achieve this with some custom code in your archive.php.
Here’s a liiiittle hacky solution but I think it should work fine.
<?php global $wp_query; ?>
<?php
/**
* If query contains less than 2 parameters (so basically 1) and this is used on archive.php that probably means we only have the post_type parameter.
*/
if( count($wp_query->query) < 2 ):
?>
<p>Please select at least one filter above</p>
<?php else: ?>
<?php
/**
* Yay we have more than 1 parameter so it's probably our filtered taxonomies.
* Show the loop!
*/
if( have_posts() ): while( have_posts() ): the_post();
?>
<article>
<header>
<h1><?php the_title(); ?></h1>
</header>
<div class="entry">
<?php the_content(); ?>
</div>
</article>
<?php endwhile; endif; ?>
<?php endif; ?>