GDPR opt-out page instead of overlay msg

I have to provide an opt-out option to visitors. However, I do not like an overlay message, which would then be displayed to all users and create a whole lot of confusion. I’d much rather link from it in my data privacy page, where I educate visitors about the type of data we’re storing etc., and simply include an opt-out link there. So only those who really care, can find the option, rather than confusing every single user. I hoped it was as simple as pasting the code onto a separate page, but when clicking the opt-out I, of course, get a 404. Any chance this can be done now, or would that behavior be a feature request?