JSFiddle - React, Tailwind, and code Playground

HTML

<link rel="stylesheet" href="http://www.jacklmoore.com/colorbox/example3/colorbox.css">
<script src="http://www.jacklmoore.com/colorbox/jquery.colorbox.js"></script>
<a href='#' onclick='parent.$.colorbox.close(); return false;'>close this iframe</a>

JavaScript

$(function(){

    var originalClose = $.colorbox.close;
    $.colorbox.close = function(){
        var response;
        if($('#cboxLoadedContent').length > 0){
            response = confirm('Do you want to close this window?');
            if(!response){
                return; // Do nothing.
            }
        }
        originalClose();
    };
    
    $.colorbox({href: '<div style="margin: 20px;"><a href="#" onclick="$.colorbox.close(); return false;">close this iframe</a></div>', inline:true });
    
});