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You must have a clearly marked exit (Jakob Nielsen - Usability Engineering). You should have two buttons labeled "OK" and "Cancel". Do NOT add an "X", to avoid confusion.
My suggestions are: Q is a traditional key for exiting in old PC games. You can try this. And of course you need to show a tip like Q:exit/back on the bottom of the page. For menu based interaction, depending on how you trigger the confirm action, I'd use the opposite for cancel/back. E.g. ← for → or Q for enter. And again, show instructions on ...
Instead of just trying to provide a 1-for-1 replacement for Esc , you could implement a workaround in each case. For example, in your "confirm" popup, have a "confirm" option next to a "cancel" option; if the user wants "cancel", they press an arrow key to switch to the other option, and then the same button they use to confirm menu options. You could ...
While in general, it is definitely preferable to design the interface in a way that users are already used to, due to external technical limitations that you have no influence on, this is not possible in the described case. Hence, there is no choice but have users adapt to a different convention. What you can do now is make that adaptation as easy as ...
Training users to do something different than in the usual way is extremely hard to do. This might be especially true in a computer game where the actions are less thought-through and often reflex-like. So you'd run into problems even if you laid the Esc functions on a different key. Users still would expect the confirm popup to close and might get ...
For many retro keyboard-based games, I've seen them put key Legends at the bottom similar to this: Ok I know that the example is a host file change but the idea is there where the available commands are explicitly placed. Or you can introduce the keys on the first screen to show how to use the game like this instruction screen:
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