Custom lightboxes with modified close/exit button

I've seen the video showing how to create custom lightboxes with a modified close/exit button. But that example uses layers on a slide. Has anyone been successful creating a lightbox that returns to the previous screen, wherever that may be?

I don't want to use standard lightboxes because within the lightbox slides, I'm having learners explore a graphic by clicking various spots to jump other sections of the scene and then returning to the main screen. (Picture tabs at the bottom of the screen that serve as resources for the main course.) My concern is that the learner will click the X, thinking they will be returned to the main screen of the lightbox/resource doc and instead close out the entire lightbox/resource.)

Ideas?