Here's a library with three Custom HTML prompts with some styling and JS to make them feel Mac-like. There are three in here - one for a simple alert, one for selecting multiple checkboxes from a "pick list," and another to select an item from a list with auto-complete (like a combo-box).
You'll need to put the html-elements folder in ~/Library/Application Support/Keyboard Maestro/ so that the dialogs can access them. If you'd like to put them somewhere else, just update the variable in macros accordingly.
Download from blog.nik.me
UPDATE: 2016-06-21 -- See updated macro below:
I've updated the three sample prompts in this file to use the appropriate attribute. The markup to include it is as follows:
<script> document.write('<base href="' + window.KeyboardMaestro.GetVariable('htmlAssetsFolder') + '">'); </script>
Fancy HTML Prompts.kmmacros (8.6 KB)