vex-test.js

function loadScript(src) {
  const script = document.createElement('script');
  script.src = src;
  document.body.appendChild(script);
  
  return new Promise(resolve =>
    script.addEventListener('load', resolve)
  );
}

function createElement(str) {
  const container = document.createElement('div');
  container.innerHTML = str.trim();
  return container.firstChild;
}

function loadVex() {
  if (window.vex) {
    return Promise.resolve(window.vex);
  }
  
  return Promise.resolve()
    .then(() => loadScript('https://cdnjs.cloudflare.com/ajax/libs/jquery/3.0.0/jquery.min.js'))
    .then(() => loadScript('https://cdnjs.cloudflare.com/ajax/libs/vex-js/2.3.4/js/vex.combined.min.js'))
    .then(() => {
      vex.defaultOptions.className = 'vex-theme-os';
      document.body.appendChild(createElement(`
        <link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/vex-js/2.3.4/css/vex.css" />
      `));
      
      document.body.appendChild(createElement(`
        <link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/vex-js/2.3.4/css/vex-theme-os.css" />
      `));
      
      return window.vex;
    })
  ;
}

loadVex().then(vex => {
  vex.dialog.alert('hi');
});