No problem. Here is the change-- Admin>Customize>Text Content and update js.groups.request_membership_pm.body with the following (substitute yourdomain.com and the support email address):
I would like to join the following group.
https://yourdomain.com/groups/{{groupName}}
>This group requires approval by the owner to join. Please hit the Send button below and allow time for a response. If you need assistance, you can also email support@yourdomain.com.
Note: that I also customized the button text to change it from “Message” to “Send” just to stress that user action is required to “send” the PM. You can do that by customizing js.composer.create_pm
Yes. That is the how it works. The PM will have the link in the body so that helps.