I believe that dialog is defined in the game's core config. So you couldn't change it in your missions; you could only modify it via editing the config, like the ECP of FDF. If I remember correctly, I think Kegety's spectator script is just a regular dialog called in the onplayerkilled.sqs, and after you close that dialog, the normal enableEndDialogue command is issued.
So basically, you can still do some cool stuff after the player is killed thru dialogs and stuff, but I don't think you can change the end/continue dialog without changing the game config.