Yes, it is possible to add the classification level to pages that are exported as PDFs or print outs using a macro. However, the classification level will only appear on the first page of the document.
Start by editing the page and typing /compliance which will display the Compliance for Confluence Macro (shown below) that you must add to the page.
Once the macro has been added, you will see the classification level also appears in the main body of the page. This is now ready for exporting using the Confluence export feature.
Exporting a page from Confluence
To export a page from Confluence, click the three dot ellipsis in the top right corner of your Confluence page and select Export
You can then choose whether to export the page as a PDF or Word document. In this example, we will export it as a PDF.
Once selected, the page will be converted to a PDF document which will take a few seconds. You will then have the option to Download PDF (shown below) and this will download the document with the classification level displayed.