When you have a window that is a system dialog, or alert, type of window, and you do not know which application it belongs to, you can try using code such as the following example AppleScript code to determine the name of the application to which it belongs:
tell application "System Events" to ¬
get name of every application process ¬
whose role description of window 1 is "system dialog"
Or:
tell application "System Events" to ¬