>I need to implement the following functionality:
>
>Cancel button (and clicking on the Close x button at the top of the form will prompt in case of unsaved changes and let the user to save them or really close/cancel – note, this behavior is non-standard to other application forms where Cancel just cancels without any prompts).
>
>So, this is the question I added (see attached), but I am not sure I like it. I am wondering how should I phrase this prompt question - can you please suggest?

It mostly something like: "You have unsaved changes. Do you really want to close this form without saving?". Then, a Yes/No could do. Or, a Yes/Cancel could also apply.