If I have link to a page whose access is protected by CB (i.e only logged in users can see it), is there a way to first direct them to a landing page specific to that link, rather than just directly to the CB Paid Subscriptions registration page?

Not on a per-URL basis, but you can change the access denied redirect to a custom landing page globally. Within CBSubs > Settings > Display > Expiration adjust "Membership needed for access redirect URL for existing users" as needed, but they won't be sent to the CBSubs relevant plans page by doing this.

Or alternatively (and hopefully more simply) be able to post a custom message on the CB Paid Subscriptions Registration Page for those that arrived there by that specific link?

Same situation as above. Not for a specific URL, but can do so globally in CBSubs > Settings > Display > Expiration by adjusting "Error text shown to registered users on a site now requiring subscriptions".

There isn't a trigger for this process in CBSubs so it can't be extended by CB Auto Actions.

They will work for unregistered users as well despite some of their parameter names.