How to display another message instead of 403 when trying to open a display of an unpublished product?
You could add a view as the error page.

Add the view with page (with appropriate path) and attachment as your error page. Filter it on your Product display, pass in the nid as contextual filter and be as creative as you want. The attachment can show the details for the Product that is no longer available, the actual page view can show similar products as alternatives etc. The not found for the contextual filter can be the generic 403 for anything other than products.

Then add the path of the view to the 403 error page setting at admin/config/system/site-information