Is it possible to customize the duo authentication GUI? For example, when we receive a DUO authentication prompt, I notice that there is no cancel button. Is there any option to get a cancel button so that any user that does not want to deal with settings can gracefully return to the previous page or can be redirected to any other urls?
No, it is not possible for you to customize the the Duo Prompt to add buttons. This article explains what you may customize: https://help.duo.com/s/article/3741.
The application that calls Duo is the appropriate place to add a cancel button to exit that second-factor authentication call, as it is what actually hosts the page where you see the Duo Prompt. The Duo content is in an iframe on the application’s page.
Are you developing your own Duo Web application, or using an application with an existing Duo integration?
we are developing our own duo web application.
So then you should add a button that would cancel your application’s
sign_request() to Duo and return them to the primary login page.