The best solution would be to detect which of the whitelisted sites have been embedded in the page and show appropriate links. You have a whitelist so effort would not be as much as if it was open for anyone
Or just remove the interstitial. We devs are seldom also lawyers, and we should treat the user with a sense of personal agency. Out of every person I've ever met, I'm the only person who reads contracts such as EULAs and PPs. That means that in my anecdotal pool of people I've met so far, I'd estimate the majority of everyone else does not benefit from these warnings. It is performative and has no function.
