Hi Matthew,
The close icon is probably the only asset, that is hard-coded, that cannot be replaced via options. You can change it’s background/outline and icon colors here: https://i.imgur.com/rGyVMfF.png
If the coloring options are not enough, and you want to change it to a different image, then it will require a code modification for sure. In that case, please attach the desired image to your reply, and I will test it, and if possible, then give you the steps for the modification.