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I think this means the contact is added somehow to a black list or the conversation. But as Samsung is not stock Android, you should look for 3rd party apps to ensure you have this feature.
Hi jonybrav,
Welcome to the community,
We have never incorporated this feature in our Android devices, however such functions can actually be done by your network carriers, although not all supply it, it is however worth querying with them.
Or as said above third party would be the only other option.