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Unfortunately, I have not found if Divi theme provides a Lightbox option to load custom / remote content. It might be worth contacting their support to find out if they provide any work around.
If you can embed complete <a href code, you can try a Pop-Up code which is based on the HTML a tag.
You can also try to add our Pop-up / LightBox code into a Text tab of a Text Module to see if the code is processed by WordPress.
If you need any further assistance, please let us know. We will be happy to help.