Hi Shobit,
Not sure you need to activate Customs/Risk management.
I believe you just need to activate the MM0C plug-in (ECC SPRO Technical Activation of Document Transfer) and then you have access to user-exit SLL_LEG_CDPIR3_001 and BADI /SAPSLL/CTRL_MM0C_R3 to add your own code. Worth checking in a sandbox...
Otherwise, as you said, you can try to find a BADI called during MIGO to implement this piece of code...
Hope this helps.
Mouaz