This is probably one for @peternlewis — I've noticed that a Custom HTML Prompt will float over the standard windows and some dialogue boxes of a third-party app (i.e., the app that you're scripting).
But if that app opens a floating window (or some dialog boxes), those windows open on top of the the Custom HTML Prompt window.
I've noticed, though, that Keyboard Maestro's own floating windows (such as the cursor coordinate display) magically stay atop an app's floating windows. Is it possible to make a Custom HTML Prompt do the same? (Note that this assumes the app is not in full-screen mode; all bets are off there.)