Take a look at how they are doing it on this thread:
http://forum.mikrotik.com/viewtopic.php?f=7&t=80925

I am also facing this issue that only pages which are in DNS cache of mikrotik or client windows pc, then maintenance page comes ok, other wise fail to display.
I added static entry for all sites pointing to a ip, but when internet comes back, user have to do flushcache ,
any proper work around to show maintenance page when net is down ?