Disable Close button on CrmDialog

Hi

I have a custom ribbon, that when clicked, takes a long time to be proceed cause it calls an external REST api, but in mean while I wan to show the user a Progress Dialog, So I decided to use CrmDialog.
But it has close button on top-right of it and I want to disable it. Is it possible ?

Is there any other way to show a Progress Dialog to user ?

Also I registered a function setCallbackReference of CrmDialog but it is not beign called when I click on Close button.