It's just a simple Dialog Box.
Dialog boxes consist of a title bar (to identify the command, feature, or program where a dialog box came from), an optional main instruction (to explain the user's objective with the dialog box), various controls in the content area (to present options), and commit buttons (to indicate how the user wants to commit to the task).
More specifically a Modal dialog box.
require users to complete and close before continuing with the owner window. These dialog boxes are best used for critical or infrequent, one-off tasks that require completion before continuing.
I don't think there's a "proper term for this type of UI element" because you are looking for a specific name for your specific scenario's usage. I could have the same UI and the purpose of it is to test if user is brave enough to click YES; I could call it Brave Box.
Is “Chicken Box” an appropriate term for a Yes/No dialogue with a warning?
So yes, what ever you call it would be appropriate because you are identifying the command, feature of the box. Of course, I assume, user won't see this Title, just for your reference.