Earlier this year there were many such questions around here. The older answers aren't as easy to find now, but here is one such discussion: [webmasterworld.com...] that could help.

I've never used any GDPR messages, or similar, on my sites. Adsense is working just fine in all territories.

The GDPR cookie consent is not needed everywhere. AFAIK, it is not a universal AdSense requirement, only if your traffic is EU based.

I've never used any GDPR messages, or similar, on my sites. Adsense is working just fine in all territories.

It can work without GDPR, but there are legal consequences, and AdSense does require GDPR in it's Terms.

The GDPR cookie consent is not needed everywhere. AFAIK, it is not a universal AdSense requirement, only if your traffic is EU based.

My site is EU based, so it does require GDPR.
It's not a question if GDPR is needed or not, but whether I can use my own GDPR Consent message instead of Google's?

That is the reason I suggested you visit that thread were it is discussed and answered. Only you would know whether GDPR applies to your traffic.