1. Create a UIWidget behind your confirmation window via ALT+SHIFT+W (you can just make it a part of your confirmation window, just give it a depth that places it directly behind the background).
2. Attach a box collider to it via ALT+SHIFT+C.
3. Anchor it so that it's anchored to the UIRoot and set to always cover the entire screen. (left to left, right to right, etc with offset of 0).