Hi @rolandasza,
I had the same problem and worked out a solution.
Maybe it’s not the most elegant way to do that, but it worked for me.
Inside the Ultimate Member plugin folder look for “templates/message.php”.
On line 6 replace the existing code with this one:
<?php echo __( ‘Your english custom message here’, ‘ultimate-member’ ); ?>
Save the file and update the list of Ultimate Member strings in WPML.
Translate the new string as you would normally do.
Hope this was helpful