Hi there, @ElizabethGiles1 ...
I'm not aware of any part of New Quizzes that would allow you to provide a general message for the entire quiz after it has been submitted. However, you can provide feedback for a specific question. That feedback would be shown after the quiz was submitted by the student. So, while it is not displayed as feedback for the quiz as a whole, it would show as feedback for a specific question. Once you click on the "Build" button for New Quizzes and then click on the "Settings" tab at the top of the quiz build screen, you would need to flip the toggle switch for "Restrict student result view", and then put a checkmark by "Show items and questions". Finally, place a checkmark by "Show item feedback".
Do you think this might be a possible work-around for what you're trying to accomplish? The Escape Rooms thing sounds really interesting, by the way!