Add popup to button in site header

Hi, I have a featured button in my site's main navigation (Shop Now) that leads to an external site. We would like to add a step so that when a visitor clicks 'Shop Now', a popup comes up and reads "You are now leaving Next Level to shop at our exclusive online partner, HueysPet.com" along with a button that says "Stay Here" and a button that says "Continue".

Right now I have the Shop Now button going to a whole new page that has the functionality we want, but we'd like to streamline it with a popup instead - see attached screenshot. Is there a way to achieve this with code? Thanks in advance for any help or ideas! 

There isn't a simple free version of this but one of the best plugins for popups is the Lightbox Anything plugin. This will do exactly what you need. I've installed this on hundreds of websites at this point. Works great!

Affiliate link - https://www.bergendesign.co/lightboxanything